+302.7%
RNG vs EPAM
+349.0%
-46.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.7% |
| 7D | -6.2% | +9.1% | -15.3% | -11.3% |
| 30D | -8.0% | +38.5% | -46.5% | -22.0% |
| 3M | +15.7% | +61.0% | -45.3% | -8.6% |
| 6M | +60.3% | +58.0% | +2.3% | +26.8% |
| YTD | +153.8% | -23.5% | +177.2% | +172.6% |
| 1Y | +172.2% | -10.5% | +182.7% | +172.5% |
| 3Y | +174.8% | -33.8% | +208.7% | +195.6% |
| 5Y | -68.6% | -78.1% | +9.5% | -50.6% |
| 10Y | +248.2% | +157.7% | +90.5% | +82.6% |
| All | +302.7% | +349.0% | -46.2% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling