+61.0%
ROK vs EPAM
-30.1%
+91.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +7.1% | +2.4% | +4.7% | +6.8% |
| 30D | -5.0% | +42.3% | -47.3% | -9.5% |
| 3M | -9.4% | +60.7% | -70.0% | -15.6% |
| 6M | -11.0% | +80.5% | -91.5% | -19.8% |
| YTD | +4.4% | -20.4% | +24.8% | +12.2% |
| 1Y | +7.4% | -9.6% | +17.0% | +11.7% |
| 3Y | +61.0% | -30.5% | +91.5% | +67.1% |
| All | +61.0% | -30.1% | +91.0% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling