+412.5%
RSG vs EPAM
+65.2%
+347.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -0.7% | -0.9% | +0.1% | -0.6% |
| 30D | +3.3% | +18.4% | -15.1% | +1.2% |
| 3M | +8.5% | +19.2% | -10.8% | +5.7% |
| 6M | -3.5% | -21.0% | +17.4% | -1.6% |
| YTD | +5.5% | -43.7% | +49.2% | +11.5% |
| 1Y | -1.7% | -29.9% | +28.2% | +0.8% |
| 3Y | +56.9% | -56.5% | +113.4% | +67.0% |
| 5Y | +89.4% | -81.7% | +171.1% | +123.0% |
| 10Y | +412.5% | +64.5% | +348.0% | +262.2% |
| All | +412.5% | +65.2% | +347.3% | +262.2% |
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