+84.9%
RPRX vs EPAM
-75.8%
+160.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | +2.1% | -1.1% | +3.2% | +2.1% |
| 30D | +21.9% | +41.8% | -19.9% | +19.2% |
| 3M | +16.9% | +63.4% | -46.4% | +13.2% |
| 6M | +34.5% | +72.2% | -37.7% | +29.4% |
| YTD | +80.9% | -20.0% | +101.0% | +81.9% |
| 1Y | +77.6% | -9.0% | +86.6% | +77.0% |
| 3Y | +173.5% | -30.4% | +203.9% | +173.2% |
| 5Y | +84.9% | -75.6% | +160.5% | +94.3% |
| All | +84.9% | -75.8% | +160.7% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling