+195.2%
RRX vs EPAM
+751.2%
-556.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.7% |
| 7D | +3.4% | +2.0% | +1.5% | +3.0% |
| 30D | -11.1% | +6.5% | -17.6% | -12.8% |
| 3M | -23.7% | +19.9% | -43.7% | -27.9% |
| 6M | -22.0% | -16.9% | -5.1% | -20.2% |
| YTD | +16.5% | -42.9% | +59.4% | +29.2% |
| 1Y | +11.5% | -30.4% | +41.9% | +17.4% |
| 3Y | +1.5% | -54.7% | +56.3% | +14.8% |
| 5Y | +18.3% | -81.8% | +100.1% | +52.6% |
| 10Y | +209.8% | +65.5% | +144.3% | +134.4% |
| All | +195.2% | +751.2% | -556.0% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling