+213.2%
RSP vs EPAM
+168.6%
+44.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.9% |
| 7D | +0.7% | +18.8% | -18.1% | -3.0% |
| 30D | +3.7% | +44.9% | -41.3% | -4.0% |
| 3M | +0.7% | +68.6% | -67.9% | -9.7% |
| 6M | +9.0% | +65.4% | -56.4% | -2.9% |
| YTD | +16.7% | -19.9% | +36.6% | +18.8% |
| 1Y | +19.0% | -10.0% | +29.0% | +18.1% |
| 3Y | +64.7% | -30.3% | +95.0% | +66.1% |
| 5Y | +49.6% | -75.7% | +125.3% | +81.8% |
| 10Y | +213.2% | +167.2% | +46.0% | +80.0% |
| All | +213.2% | +168.6% | +44.5% | +80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling