+79.1%
RPRX vs EPAM
-31.9%
+111.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | +3.3% | +2.4% | +0.9% | +3.1% |
| 30D | +17.9% | +42.3% | -24.4% | +14.4% |
| 3M | +19.2% | +60.7% | -41.4% | +14.4% |
| 6M | +31.7% | +80.5% | -48.8% | +24.7% |
| YTD | +82.5% | -20.4% | +102.8% | +84.0% |
| 1Y | +78.4% | -9.6% | +88.0% | +77.8% |
| 3Y | +177.0% | -30.5% | +207.4% | +177.2% |
| 5Y | +86.5% | -75.7% | +162.2% | +112.5% |
| All | +79.1% | -31.9% | +111.0% | +16.5% |
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