+223.4%
RNG vs EPAM
+63.0%
+160.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | -4.1% | -2.2% | -1.9% | -3.0% |
| 30D | +8.6% | +17.8% | -9.1% | +0.5% |
| 3M | +78.0% | +19.9% | +58.1% | +61.5% |
| 6M | +67.0% | -21.6% | +88.6% | +84.9% |
| YTD | +142.4% | -44.0% | +186.5% | +210.2% |
| 1Y | +120.4% | -30.5% | +151.0% | +154.2% |
| 3Y | +122.1% | -56.8% | +178.9% | +200.0% |
| 5Y | -69.8% | -81.7% | +11.9% | -44.8% |
| 10Y | +223.4% | +68.4% | +155.0% | +40.6% |
| All | +223.4% | +63.0% | +160.4% | +40.6% |
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