+55.6%
RGTI vs EPAM
-82.0%
+137.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.1% | -4.5% | +4.3% | +1.5% |
| 30D | -16.2% | +14.6% | -30.8% | -20.4% |
| 3M | -22.0% | +23.1% | -45.1% | -29.9% |
| 6M | -10.8% | -19.5% | +8.7% | -5.5% |
| YTD | -31.6% | -44.1% | +12.5% | -17.0% |
| 1Y | -6.4% | -25.2% | +18.8% | 0.0% |
| 3Y | +665.7% | -56.8% | +722.5% | +897.5% |
| 5Y | +55.6% | -81.7% | +137.4% | +123.5% |
| All | +55.6% | -82.0% | +137.6% | +123.5% |
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 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