+513.9%
ROK vs EPAM
+1,058.6%
-544.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.6% |
| 7D | -13.8% | +13.4% | -27.2% | -16.8% |
| 30D | -14.9% | +47.1% | -62.0% | -22.3% |
| 3M | -14.7% | +71.2% | -85.8% | -24.7% |
| 6M | -17.7% | +48.9% | -66.6% | -26.4% |
| YTD | -2.5% | -22.2% | +19.8% | -0.5% |
| 1Y | +2.3% | -5.2% | +7.4% | -0.2% |
| 3Y | +52.7% | -34.9% | +87.7% | +56.6% |
| 5Y | +20.5% | -77.4% | +97.9% | +44.5% |
| 10Y | +284.0% | +158.1% | +125.9% | +161.5% |
| All | +513.9% | +1,058.6% | -544.7% | +226.2% |
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