+305.7%
RNG vs EPAM
+369.9%
-64.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -3.9% | -1.3% |
| 7D | -6.0% | +18.8% | -24.8% | -14.3% |
| 30D | -7.4% | +44.9% | -52.3% | -23.0% |
| 3M | +14.6% | +68.6% | -54.0% | -11.3% |
| 6M | +61.5% | +65.4% | -3.9% | +25.2% |
| YTD | +155.7% | -19.9% | +175.6% | +169.0% |
| 1Y | +172.5% | -10.0% | +182.5% | +172.1% |
| 3Y | +168.0% | -30.3% | +198.3% | +181.6% |
| 5Y | -73.8% | -75.7% | +1.9% | -60.5% |
| 10Y | +240.3% | +167.2% | +73.1% | +75.4% |
| All | +305.7% | +369.9% | -64.2% | +81.8% |
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