-43.4%
RGEN vs EPAM
-81.9%
+38.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.5% |
| 7D | -4.9% | +2.0% | -6.9% | -5.4% |
| 30D | +5.7% | +6.5% | -0.8% | +3.2% |
| 3M | +32.4% | +19.9% | +12.5% | +23.9% |
| 6M | +33.2% | -16.9% | +50.1% | +38.4% |
| YTD | +2.3% | -42.9% | +45.2% | +17.2% |
| 1Y | +39.0% | -30.4% | +69.4% | +49.4% |
| 3Y | -4.6% | -54.7% | +50.1% | +11.9% |
| All | -43.4% | -81.9% | +38.5% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling