+116.9%
ROST vs EPAM
-75.8%
+192.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +0.9% | -1.1% | +2.0% | +1.0% |
| 30D | +5.1% | +41.8% | -36.7% | -0.2% |
| 3M | -4.3% | +63.4% | -67.6% | -11.0% |
| 6M | +9.4% | +72.2% | -62.8% | 0.0% |
| YTD | +32.5% | -20.0% | +52.5% | +34.6% |
| 1Y | +46.9% | -9.0% | +55.9% | +46.2% |
| 3Y | +98.1% | -30.4% | +128.5% | +99.5% |
| 5Y | +116.9% | -75.6% | +192.5% | +143.7% |
| All | +116.9% | -75.8% | +192.7% | +143.7% |
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