+65.1%
RSG vs EPAM
-33.7%
+98.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.8% | -0.8% |
| 7D | +1.2% | +13.4% | -12.2% | +0.4% |
| 30D | +14.2% | +47.1% | -32.9% | +11.9% |
| 3M | +18.2% | +71.2% | -53.0% | +15.0% |
| 6M | +24.4% | +48.9% | -24.5% | +21.2% |
| YTD | +17.9% | -22.2% | +40.1% | +17.5% |
| 1Y | +22.3% | -5.2% | +27.5% | +20.9% |
| 3Y | +65.1% | -34.9% | +100.1% | +65.3% |
| All | +65.1% | -33.7% | +98.9% | +65.3% |
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