+134.1%
RPRX vs EPAM
-54.6%
+188.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | +5.1% | +2.0% | +3.2% | +5.0% |
| 30D | +11.2% | +6.5% | +4.7% | +10.5% |
| 3M | +16.7% | +19.9% | -3.2% | +14.7% |
| 6M | +36.0% | -16.9% | +52.9% | +37.3% |
| YTD | +67.8% | -42.9% | +110.7% | +74.2% |
| 1Y | +76.7% | -30.4% | +107.1% | +79.4% |
| All | +134.1% | -54.6% | +188.7% | +134.3% |
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