-27.0%
RMBS vs EPAM
-11.8%
-15.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.6% | +9.9% | +8.0% |
| 7D | -3.9% | +9.1% | -12.9% | -1.0% |
| 30D | -24.9% | +38.5% | -63.4% | -21.2% |
| 3M | -20.5% | +61.0% | -81.4% | -15.9% |
| 6M | -37.5% | +58.0% | -95.6% | -32.0% |
| YTD | -12.1% | -23.5% | +11.3% | +35.7% |
| All | -27.0% | -11.8% | -15.2% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling