+4,030.7%
RGEN vs EPAM
+1,058.6%
+2,972.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.9% | +6.8% | +4.2% |
| 7D | -1.9% | +13.4% | -15.3% | -7.1% |
| 30D | +3.7% | +47.1% | -43.3% | -10.1% |
| 3M | +8.8% | +71.2% | -62.4% | -10.9% |
| 6M | +38.0% | +48.9% | -11.0% | +16.0% |
| YTD | +5.9% | -22.2% | +28.1% | +9.4% |
| 1Y | +19.7% | -5.2% | +24.8% | +15.3% |
| 3Y | +20.5% | -34.9% | +55.5% | +26.3% |
| 5Y | -35.0% | -77.4% | +42.4% | -11.4% |
| 10Y | +540.9% | +158.1% | +382.8% | +270.1% |
| All | +4,030.7% | +1,058.6% | +2,972.1% | +1,532.7% |
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