+29.3%
RRX vs EPAM
-15.2%
+44.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.1% | -3.7% |
| 7D | +7.6% | +0.8% | +6.8% | +7.7% |
| 30D | +7.5% | +24.9% | -17.4% | +9.5% |
| 3M | -21.0% | +22.6% | -43.6% | -19.5% |
| 6M | -18.1% | +24.2% | -42.3% | -13.1% |
| YTD | +24.3% | -33.0% | +57.2% | +39.4% |
| 1Y | +29.3% | -13.3% | +42.6% | +46.1% |
| All | +29.3% | -15.2% | +44.5% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling