-15.3%
RIG vs EPAM
-30.1%
+14.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.6% | +4.2% |
| 7D | +5.7% | +2.4% | +3.3% | +5.3% |
| 30D | -0.7% | +42.3% | -43.0% | -7.0% |
| 3M | -3.1% | +60.7% | -63.8% | -11.3% |
| 6M | -16.3% | +80.5% | -96.8% | -25.9% |
| YTD | +34.1% | -20.4% | +54.5% | +40.1% |
| 1Y | +38.2% | -9.6% | +47.8% | +39.2% |
| 3Y | -15.3% | -30.5% | +15.2% | -17.9% |
| All | -15.3% | -30.1% | +14.8% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling