+240.6%
RL vs EPAM
-75.7%
+316.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | +2.6% | +2.4% | +0.2% | +2.1% |
| 30D | +2.9% | +42.3% | -39.4% | -4.1% |
| 3M | 0.0% | +60.7% | -60.7% | -9.2% |
| 6M | +17.1% | +80.5% | -63.4% | +2.4% |
| YTD | +10.1% | -20.4% | +30.5% | +12.8% |
| 1Y | +17.3% | -9.6% | +26.9% | +16.8% |
| 3Y | +249.3% | -30.5% | +279.8% | +255.2% |
| All | +240.6% | -75.7% | +316.3% | +268.7% |
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