+65.0%
RRC vs EPAM
+157.4%
-92.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +6.4% | +2.4% | +4.0% | +6.0% |
| 30D | +23.9% | +42.3% | -18.5% | +15.8% |
| 3M | +30.2% | +60.7% | -30.5% | +19.0% |
| 6M | +26.3% | +80.5% | -54.2% | +11.9% |
| YTD | +48.1% | -20.4% | +68.4% | +50.3% |
| 1Y | +37.7% | -9.6% | +47.3% | +36.2% |
| 3Y | +60.3% | -30.5% | +90.8% | +61.1% |
| 5Y | +135.3% | -75.7% | +211.0% | +189.0% |
| All | +65.0% | +157.4% | -92.4% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling