+76.7%
RPRX vs EPAM
-32.1%
+108.8%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.2% |
| 7D | +5.1% | +2.0% | +3.2% | +5.0% |
| 30D | +11.2% | +6.5% | +4.7% | +10.8% |
| 3M | +16.7% | +19.9% | -3.2% | +15.2% |
| 6M | +36.0% | -16.9% | +52.9% | +35.9% |
| YTD | +67.8% | -42.9% | +110.7% | +69.8% |
| 1Y | +76.7% | -30.4% | +107.1% | +75.4% |
| All | +76.7% | -32.1% | +108.8% | +75.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling