+215.9%
RRX vs EPAM
+65.2%
+150.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | +4.3% | -0.9% | +5.2% | +4.5% |
| 30D | -8.0% | +18.4% | -26.4% | -12.0% |
| 3M | -22.0% | +19.2% | -41.2% | -26.7% |
| 6M | -11.9% | -21.0% | +9.1% | -8.3% |
| YTD | +17.1% | -43.7% | +60.8% | +32.4% |
| 1Y | +14.9% | -29.9% | +44.8% | +21.5% |
| 3Y | +6.9% | -56.5% | +63.4% | +24.3% |
| 5Y | +19.6% | -81.7% | +101.2% | +64.7% |
| 10Y | +215.9% | +64.5% | +151.4% | +82.1% |
| All | +215.9% | +65.2% | +150.7% | +82.1% |
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 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