+306.9%
ROST vs EPAM
+170.1%
+136.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.0% |
| 7D | +1.2% | +13.4% | -12.1% | -1.8% |
| 30D | +2.5% | +47.1% | -44.6% | -5.7% |
| 3M | -9.0% | +71.2% | -80.1% | -18.9% |
| 6M | +1.3% | +48.9% | -47.6% | -8.4% |
| YTD | +29.1% | -22.2% | +51.3% | +32.0% |
| 1Y | +45.4% | -5.2% | +50.6% | +42.3% |
| 3Y | +94.9% | -34.9% | +129.8% | +98.7% |
| 5Y | +104.0% | -77.4% | +181.4% | +153.9% |
| All | +306.9% | +170.1% | +136.8% | +133.4% |
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