+175.4%
RPRX vs EPAM
-31.2%
+206.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | +0.7% |
| 7D | +4.6% | +18.8% | -14.2% | +3.3% |
| 30D | +22.0% | +44.9% | -23.0% | +18.9% |
| 3M | +20.3% | +68.6% | -48.3% | +16.0% |
| 6M | +37.9% | +65.4% | -27.5% | +32.6% |
| YTD | +82.2% | -19.9% | +102.1% | +83.9% |
| 1Y | +83.7% | -10.0% | +93.7% | +83.5% |
| 3Y | +175.4% | -30.3% | +205.7% | +175.7% |
| All | +175.4% | -31.2% | +206.7% | +175.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling