+31.9%
RRX vs EPAM
-9.2%
+41.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.1% |
| 7D | +12.6% | -1.1% | +13.7% | +12.5% |
| 30D | +10.6% | +41.8% | -31.3% | +15.5% |
| 3M | +4.6% | +63.4% | -58.7% | +10.7% |
| 6M | -13.6% | +72.2% | -85.8% | -6.6% |
| YTD | +29.4% | -20.0% | +49.4% | +50.9% |
| 1Y | +31.9% | -9.0% | +41.0% | +42.4% |
| All | +31.9% | -9.2% | +41.2% | +42.4% |
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