-41.9%
RIG vs EPAM
+63.0%
-104.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | -8.2% | -2.2% | -6.0% | -7.8% |
| 30D | -0.2% | +17.8% | -18.0% | -3.9% |
| 3M | -2.7% | +19.9% | -22.6% | -7.8% |
| 6M | -7.5% | -21.6% | +14.1% | -3.7% |
| YTD | +38.3% | -44.0% | +82.3% | +53.9% |
| 1Y | +81.8% | -30.5% | +112.4% | +91.4% |
| 3Y | -30.2% | -56.8% | +26.6% | -20.8% |
| 5Y | +59.9% | -81.7% | +141.7% | +119.4% |
| 10Y | -41.9% | +68.4% | -110.3% | -66.8% |
| All | -41.9% | +63.0% | -104.9% | -66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling