+1,011.1%
RSG vs EPAM
+1,093.7%
-82.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.3% | -0.2% |
| 7D | +2.0% | +18.8% | -16.8% | -0.2% |
| 30D | +14.2% | +44.9% | -30.8% | +9.4% |
| 3M | +15.8% | +68.6% | -52.8% | +8.9% |
| 6M | +24.6% | +65.4% | -40.9% | +16.7% |
| YTD | +18.2% | -19.9% | +38.1% | +19.3% |
| 1Y | +22.8% | -10.0% | +32.8% | +22.2% |
| 3Y | +62.4% | -30.3% | +92.6% | +62.6% |
| 5Y | +96.0% | -75.7% | +171.7% | +115.6% |
| 10Y | +448.5% | +167.2% | +281.3% | +324.6% |
| All | +1,011.1% | +1,093.7% | -82.6% | +666.7% |
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