+48.1%
ROK vs EPAM
-81.9%
+130.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.7% |
| 7D | +0.7% | +2.0% | -1.3% | +0.4% |
| 30D | -3.3% | +6.5% | -9.8% | -4.6% |
| 3M | -5.9% | +19.9% | -25.8% | -9.4% |
| 6M | +13.9% | -16.9% | +30.8% | +16.5% |
| YTD | +12.6% | -42.9% | +55.5% | +22.4% |
| 1Y | +28.6% | -30.4% | +59.0% | +34.6% |
| 3Y | +45.1% | -54.7% | +99.8% | +58.9% |
| All | +48.1% | -81.9% | +130.0% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling