+3,890.5%
RGEN vs EPAM
+751.2%
+3,139.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.4% |
| 7D | -4.9% | +2.0% | -6.9% | -5.5% |
| 30D | +5.7% | +6.5% | -0.8% | +2.8% |
| 3M | +32.4% | +19.9% | +12.5% | +22.5% |
| 6M | +33.2% | -16.9% | +50.1% | +39.1% |
| YTD | +2.3% | -42.9% | +45.2% | +19.5% |
| 1Y | +39.0% | -30.4% | +69.4% | +50.8% |
| 3Y | -4.6% | -54.7% | +50.1% | +15.2% |
| 5Y | -42.7% | -81.8% | +39.1% | -15.0% |
| 10Y | +433.6% | +65.5% | +368.1% | +261.2% |
| All | +3,890.5% | +751.2% | +3,139.3% | +1,682.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling