+177.0%
RNG vs EPAM
-9.2%
+186.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +0.8% |
| 7D | +2.3% | -1.1% | +3.4% | +2.7% |
| 30D | -3.4% | +41.8% | -45.2% | -20.1% |
| 3M | +20.9% | +63.4% | -42.5% | -7.9% |
| 6M | +82.2% | +72.2% | +10.0% | +32.3% |
| YTD | +164.6% | -20.0% | +184.7% | +174.4% |
| 1Y | +177.0% | -9.0% | +186.0% | +158.3% |
| All | +177.0% | -9.2% | +186.3% | +158.3% |
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