+896.1%
RSG vs EPAM
+751.2%
+144.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.8% |
| 7D | +0.3% | +2.0% | -1.7% | 0.0% |
| 30D | +7.6% | +6.5% | +1.1% | +6.6% |
| 3M | +7.4% | +19.9% | -12.5% | +4.8% |
| 6M | -3.3% | -16.9% | +13.7% | -2.0% |
| YTD | +6.0% | -42.9% | +48.9% | +11.4% |
| 1Y | -3.7% | -30.4% | +26.7% | -1.3% |
| 3Y | +59.1% | -54.7% | +113.8% | +67.7% |
| 5Y | +89.0% | -81.8% | +170.8% | +114.4% |
| 10Y | +412.5% | +65.5% | +347.1% | +318.2% |
| All | +896.1% | +751.2% | +144.9% | +615.7% |
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