+24.3%
RSG vs EPAM
-8.3%
+32.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.5% | +2.4% | +0.1% | +2.3% |
| 30D | +12.7% | +42.3% | -29.6% | +10.3% |
| 3M | +17.9% | +60.7% | -42.7% | +14.7% |
| 6M | +25.0% | +80.5% | -55.5% | +20.0% |
| YTD | +20.8% | -20.4% | +41.2% | +18.6% |
| 1Y | +24.3% | -9.6% | +33.9% | +26.0% |
| All | +24.3% | -8.3% | +32.6% | +26.0% |
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