+77.1%
RPRX vs EPAM
-34.5%
+111.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.7% | +2.3% |
| 7D | +3.4% | +9.1% | -5.7% | +2.5% |
| 30D | +20.8% | +38.5% | -17.7% | +17.4% |
| 3M | +21.6% | +61.0% | -39.3% | +16.7% |
| 6M | +36.5% | +58.0% | -21.5% | +30.6% |
| YTD | +80.4% | -23.5% | +103.9% | +82.5% |
| 1Y | +81.8% | -10.5% | +92.3% | +81.3% |
| 3Y | +170.9% | -33.8% | +204.7% | +172.2% |
| 5Y | +95.2% | -78.1% | +173.3% | +127.3% |
| All | +77.1% | -34.5% | +111.7% | +15.6% |
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