+64.8%
RPRX vs EPAM
-51.1%
+115.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | +5.1% | +2.0% | +3.2% | +4.9% |
| 30D | +11.2% | +6.5% | +4.7% | +10.5% |
| 3M | +16.7% | +19.9% | -3.2% | +14.6% |
| 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% | +79.9% |
| 3Y | +128.1% | -54.7% | +182.8% | +136.9% |
| 5Y | +82.9% | -81.8% | +164.7% | +110.1% |
| All | +64.8% | -51.1% | +115.9% | +10.3% |
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 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