+1,007.7%
RSG vs EPAM
+1,058.6%
-51.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.8% | -0.6% |
| 7D | +1.2% | +13.4% | -12.2% | -0.4% |
| 30D | +14.2% | +47.1% | -32.9% | +9.2% |
| 3M | +18.2% | +71.2% | -53.0% | +11.0% |
| 6M | +24.4% | +48.9% | -24.5% | +17.9% |
| YTD | +17.9% | -22.2% | +40.1% | +19.4% |
| 1Y | +22.3% | -5.2% | +27.5% | +21.0% |
| 3Y | +65.1% | -34.9% | +100.1% | +66.8% |
| 5Y | +97.9% | -77.4% | +175.3% | +120.0% |
| 10Y | +464.6% | +158.1% | +306.6% | +338.7% |
| All | +1,007.7% | +1,058.6% | -51.0% | +666.9% |
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