+53.5%
RGTI vs EPAM
-74.0%
+127.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.0% |
| 7D | -2.5% | +2.0% | -4.5% | -3.2% |
| 30D | -9.4% | +6.5% | -15.9% | -12.0% |
| 3M | -37.1% | +19.9% | -57.0% | -42.8% |
| 6M | -14.4% | -16.9% | +2.5% | -10.5% |
| YTD | -31.4% | -42.9% | +11.5% | -17.6% |
| 1Y | +0.5% | -30.4% | +30.9% | +10.5% |
| 3Y | +726.1% | -54.7% | +780.8% | +956.3% |
| 5Y | +56.2% | -81.8% | +138.0% | +118.4% |
| All | +53.5% | -74.0% | +127.5% | +114.5% |
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 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