+315.5%
ROST vs EPAM
+163.7%
+151.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.1% | +2.9% |
| 7D | +2.8% | +9.1% | -6.3% | +0.5% |
| 30D | +6.6% | +38.5% | -31.9% | -0.8% |
| 3M | -7.0% | +61.0% | -67.9% | -16.1% |
| 6M | +5.4% | +58.0% | -52.7% | -5.9% |
| YTD | +32.4% | -23.5% | +55.8% | +35.8% |
| 1Y | +48.4% | -10.5% | +58.9% | +47.0% |
| 3Y | +99.5% | -33.8% | +133.3% | +102.4% |
| 5Y | +109.9% | -78.1% | +188.0% | +163.6% |
| 10Y | +315.5% | +157.7% | +157.8% | +139.6% |
| All | +315.5% | +163.7% | +151.8% | +139.6% |
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