+357.3%
RL vs EPAM
+170.1%
+187.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.5% |
| 7D | -4.2% | +13.4% | -17.5% | -7.5% |
| 30D | +4.3% | +47.1% | -42.8% | -5.4% |
| 3M | -4.6% | +71.2% | -75.8% | -16.7% |
| 6M | +1.7% | +48.9% | -47.2% | -9.8% |
| YTD | +7.3% | -22.2% | +29.6% | +10.2% |
| 1Y | +20.8% | -5.2% | +26.0% | +17.7% |
| 3Y | +247.0% | -34.9% | +281.9% | +257.9% |
| 5Y | +225.5% | -77.4% | +302.9% | +306.6% |
| All | +357.3% | +170.1% | +187.2% | +152.8% |
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