+233.7%
RNG vs EPAM
+157.4%
+76.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | +4.6% | +2.4% | +2.2% | +3.4% |
| 30D | +0.4% | +42.3% | -41.9% | -16.7% |
| 3M | +11.4% | +60.7% | -49.2% | -13.1% |
| 6M | +95.7% | +80.5% | +15.2% | +43.1% |
| YTD | +162.9% | -20.4% | +183.3% | +177.9% |
| 1Y | +180.3% | -9.6% | +189.9% | +179.0% |
| 3Y | +188.3% | -30.5% | +218.8% | +203.0% |
| 5Y | -72.5% | -75.7% | +3.2% | -56.0% |
| All | +233.7% | +157.4% | +76.3% | +17.6% |
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