+229.4%
RRX vs EPAM
+163.7%
+65.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.6% | +8.5% | +7.3% |
| 7D | +12.3% | +9.1% | +3.3% | +8.9% |
| 30D | +9.5% | +38.5% | -28.9% | -0.1% |
| 3M | +1.8% | +61.0% | -59.2% | -11.1% |
| 6M | -15.3% | +58.0% | -73.4% | -27.3% |
| YTD | +29.6% | -23.5% | +53.0% | +33.8% |
| 1Y | +34.1% | -10.5% | +44.6% | +32.2% |
| 3Y | +74.0% | -33.8% | +107.9% | +79.8% |
| 5Y | +14.7% | -78.1% | +92.8% | +53.1% |
| 10Y | +229.4% | +157.7% | +71.7% | +67.5% |
| All | +229.4% | +163.7% | +65.7% | +67.5% |
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