+273.8%
RTX vs EPAM
+163.7%
+110.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.1% | +3.8% |
| 7D | -3.2% | +9.1% | -12.2% | -4.5% |
| 30D | +5.6% | +38.5% | -32.9% | +1.1% |
| 3M | -11.7% | +61.0% | -72.6% | -17.2% |
| 6M | +12.3% | +58.0% | -45.7% | +4.8% |
| YTD | +8.2% | -23.5% | +31.7% | +10.0% |
| 1Y | +12.6% | -10.5% | +23.1% | +12.0% |
| 3Y | +152.8% | -33.8% | +186.7% | +154.7% |
| 5Y | +140.2% | -78.1% | +218.3% | +191.5% |
| 10Y | +273.8% | +157.7% | +116.1% | +101.6% |
| All | +273.8% | +163.7% | +110.1% | +101.6% |
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 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