+5.0%
ROK vs EPAM
-10.0%
+15.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.2% |
| 7D | -8.5% | +18.5% | -27.0% | -6.4% |
| 30D | -6.4% | +44.0% | -50.4% | -4.4% |
| 3M | -8.8% | +63.0% | -71.8% | -7.1% |
| 6M | -10.5% | +67.3% | -77.8% | -8.1% |
| YTD | +5.4% | -20.5% | +25.9% | +19.2% |
| 1Y | +5.0% | -9.6% | +14.6% | +7.5% |
| All | +5.0% | -10.0% | +15.0% | +7.5% |
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