+99.7%
ROST vs EPAM
-29.8%
+129.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | +0.9% | -1.1% | +2.0% | +0.9% |
| 30D | +5.1% | +41.8% | -36.7% | +2.3% |
| 3M | -4.3% | +63.4% | -67.6% | -7.9% |
| 6M | +9.4% | +72.2% | -62.8% | +4.2% |
| YTD | +32.5% | -20.0% | +52.5% | +34.9% |
| 1Y | +46.9% | -9.0% | +55.9% | +47.3% |
| All | +99.7% | -29.8% | +129.5% | +100.3% |
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