-69.4%
RNG vs EPAM
-81.9%
+12.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -2.9% |
| 7D | +5.8% | +2.0% | +3.8% | +5.0% |
| 30D | +19.6% | +6.5% | +13.1% | +15.5% |
| 3M | +67.0% | +19.9% | +47.1% | +53.3% |
| 6M | +88.4% | -16.9% | +105.3% | +100.7% |
| YTD | +155.5% | -42.9% | +198.4% | +212.9% |
| 1Y | +141.7% | -30.4% | +172.0% | +173.0% |
| 3Y | +131.1% | -54.7% | +185.8% | +192.7% |
| All | -69.4% | -81.9% | +12.5% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling