+354.9%
ROK vs EPAM
+63.0%
+291.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.2% | -2.2% | +2.3% | +0.6% |
| 30D | -1.8% | +17.8% | -19.6% | -5.5% |
| 3M | -7.2% | +19.9% | -27.1% | -12.2% |
| 6M | +14.2% | -21.6% | +35.7% | +18.8% |
| YTD | +10.6% | -44.0% | +54.6% | +23.7% |
| 1Y | +25.9% | -30.5% | +56.4% | +33.1% |
| 3Y | +50.8% | -56.8% | +107.6% | +72.3% |
| 5Y | +47.0% | -81.7% | +128.8% | +95.8% |
| 10Y | +354.9% | +68.4% | +286.5% | +187.8% |
| All | +354.9% | +63.0% | +291.9% | +187.8% |
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 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