+66.7%
RSP vs EPAM
-36.8%
+103.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.8% | +2.4% |
| 7D | +0.4% | +9.1% | -8.6% | -0.7% |
| 30D | +3.7% | +38.5% | -34.8% | -0.5% |
| 3M | +0.8% | +61.0% | -60.2% | -5.3% |
| 6M | +9.1% | +58.0% | -49.0% | +2.1% |
| YTD | +16.7% | -23.5% | +40.2% | +20.6% |
| 1Y | +19.7% | -10.5% | +30.2% | +20.4% |
| 3Y | +66.7% | -33.8% | +100.5% | +63.9% |
| All | +66.7% | -36.8% | +103.5% | +63.9% |
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 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