-87.3%
RIG vs EPAM
+1,058.6%
-1,145.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +3.5% |
| 7D | -24.5% | +13.4% | -37.9% | -26.9% |
| 30D | -2.8% | +47.1% | -49.9% | -10.7% |
| 3M | +1.6% | +71.2% | -69.6% | -9.8% |
| 6M | -15.9% | +48.9% | -64.8% | -24.0% |
| YTD | +26.9% | -22.2% | +49.1% | +29.4% |
| 1Y | +34.4% | -5.2% | +39.5% | +31.3% |
| 3Y | -21.2% | -34.9% | +13.7% | -19.3% |
| 5Y | +46.4% | -77.4% | +123.8% | +79.2% |
| 10Y | -45.8% | +158.1% | -203.9% | -64.2% |
| All | -87.3% | +1,058.6% | -1,145.9% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling