-42.7%
RMBS vs EPAM
+46.1%
-88.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.9% | +10.8% | +5.0% |
| 7D | -12.0% | +13.4% | -25.3% | -3.9% |
| 30D | -33.1% | +47.1% | -80.2% | -18.3% |
| 3M | -23.7% | +71.2% | -94.9% | +0.7% |
| 6M | -42.7% | +48.9% | -91.6% | -20.9% |
| All | -42.7% | +46.1% | -88.8% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling