+39.7%
RIG vs EPAM
-15.2%
+54.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.6% |
| 7D | -18.8% | +0.8% | -19.6% | -18.8% |
| 30D | -1.1% | +24.9% | -26.0% | -2.3% |
| 3M | +4.4% | +22.6% | -18.2% | +3.2% |
| 6M | -20.8% | +24.2% | -45.0% | -21.9% |
| YTD | +32.0% | -33.0% | +64.9% | +32.6% |
| 1Y | +39.7% | -13.3% | +53.1% | +21.3% |
| All | +39.7% | -15.2% | +54.9% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling