+125.8%
RRC vs EPAM
-77.8%
+203.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.4% |
| 7D | -10.3% | +9.1% | -19.4% | -11.2% |
| 30D | +19.5% | +38.5% | -19.0% | +15.4% |
| 3M | +27.9% | +61.0% | -33.0% | +21.7% |
| 6M | +21.2% | +58.0% | -36.9% | +14.9% |
| YTD | +39.6% | -23.5% | +63.0% | +41.2% |
| 1Y | +31.3% | -10.5% | +41.8% | +30.5% |
| 3Y | +51.9% | -33.8% | +85.8% | +52.9% |
| All | +125.8% | -77.8% | +203.5% | +159.6% |
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