+71.7%
RRX vs EPAM
-33.7%
+105.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.9% | +9.3% | +5.9% |
| 7D | +7.5% | +13.4% | -5.9% | +5.4% |
| 30D | +3.0% | +47.1% | -44.1% | -3.5% |
| 3M | -5.3% | +71.2% | -76.5% | -14.0% |
| 6M | -26.6% | +48.9% | -75.6% | -31.9% |
| YTD | +21.2% | -22.2% | +43.4% | +33.6% |
| 1Y | +25.9% | -5.2% | +31.1% | +29.7% |
| 3Y | +71.7% | -34.9% | +106.6% | +79.3% |
| All | +71.7% | -33.7% | +105.4% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling