-49.6%
RIG vs EPAM
+163.7%
-213.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.0% |
| 7D | -17.0% | +9.1% | -26.1% | -19.2% |
| 30D | -6.2% | +38.5% | -44.7% | -13.5% |
| 3M | -1.7% | +61.0% | -62.7% | -12.6% |
| 6M | -19.2% | +58.0% | -77.3% | -28.9% |
| YTD | +25.2% | -23.5% | +48.6% | +28.7% |
| 1Y | +29.9% | -10.5% | +40.4% | +28.4% |
| 3Y | -21.3% | -33.8% | +12.5% | -19.6% |
| 5Y | +40.5% | -78.1% | +118.6% | +93.2% |
| 10Y | -49.6% | +157.7% | -207.3% | -73.0% |
| All | -49.6% | +163.7% | -213.3% | -73.0% |
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