+929.8%
ROST vs EPAM
+751.2%
+178.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | 0.0% |
| 7D | +0.9% | +2.0% | -1.0% | +0.6% |
| 30D | -8.9% | +6.5% | -15.4% | -10.3% |
| 3M | -0.8% | +19.9% | -20.8% | -4.9% |
| 6M | +8.5% | -16.9% | +25.4% | +10.8% |
| YTD | +28.6% | -42.9% | +71.5% | +39.5% |
| 1Y | +52.3% | -30.4% | +82.7% | +58.5% |
| 3Y | +94.8% | -54.7% | +149.6% | +113.0% |
| 5Y | +110.8% | -81.8% | +192.6% | +156.3% |
| 10Y | +304.5% | +65.5% | +239.1% | +217.2% |
| All | +929.8% | +751.2% | +178.6% | +586.4% |
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 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