+65.7%
RIG vs EPAM
-81.4%
+147.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.5% | -2.6% |
| 7D | +0.9% | +2.0% | -1.1% | +0.6% |
| 30D | +13.8% | +6.5% | +7.3% | +12.8% |
| 3M | -6.4% | +19.9% | -26.3% | -8.7% |
| 6M | -8.2% | -16.9% | +8.8% | -6.9% |
| YTD | +41.6% | -42.9% | +84.5% | +49.1% |
| 1Y | +88.7% | -30.4% | +119.1% | +93.7% |
| 3Y | -30.9% | -54.7% | +23.9% | -27.9% |
| All | +65.7% | -81.4% | +147.1% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling