+45.4%
RSP vs EPAM
-77.4%
+122.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.1% |
| 7D | -1.0% | +13.4% | -14.4% | -2.8% |
| 30D | +2.6% | +47.1% | -44.5% | -2.7% |
| 3M | -0.8% | +71.2% | -72.0% | -7.9% |
| 6M | +6.3% | +48.9% | -42.7% | -0.2% |
| YTD | +14.1% | -22.2% | +36.4% | +16.2% |
| 1Y | +18.0% | -5.2% | +23.2% | +16.8% |
| 3Y | +61.0% | -34.9% | +96.0% | +63.6% |
| All | +45.4% | -77.4% | +122.8% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling