+650.7%
RGTI vs EPAM
-57.0%
+707.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | +2.5% | -2.2% | +4.6% | +3.5% |
| 30D | -13.7% | +17.8% | -31.4% | -20.3% |
| 3M | -22.6% | +19.9% | -42.5% | -31.8% |
| 6M | -13.4% | -21.6% | +8.2% | -2.0% |
| YTD | -31.2% | -44.0% | +12.8% | -5.7% |
| 1Y | -7.6% | -30.5% | +22.9% | +7.3% |
| All | +650.7% | -57.0% | +707.8% | +1,111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling