+73.4%
RPRX vs EPAM
-33.5%
+106.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.1% |
| 7D | +0.2% | +13.4% | -13.2% | -1.0% |
| 30D | +18.6% | +47.1% | -28.5% | +14.7% |
| 3M | +18.0% | +71.2% | -53.2% | +12.7% |
| 6M | +33.8% | +48.9% | -15.1% | +28.6% |
| YTD | +76.6% | -22.2% | +98.8% | +78.4% |
| 1Y | +68.2% | -5.2% | +73.4% | +66.9% |
| 3Y | +161.5% | -34.9% | +196.5% | +163.3% |
| 5Y | +91.4% | -77.4% | +168.8% | +121.4% |
| All | +73.4% | -33.5% | +106.8% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling