+14.0%
RTX vs EPAM
-10.0%
+24.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | +1.4% | +18.5% | -17.1% | +1.5% |
| 30D | +7.8% | +44.0% | -36.2% | +7.4% |
| 3M | -9.8% | +63.0% | -72.8% | -10.5% |
| 6M | +13.5% | +67.3% | -53.7% | +11.5% |
| YTD | +10.9% | -20.5% | +31.5% | +7.7% |
| 1Y | +14.0% | -9.6% | +23.6% | +12.0% |
| All | +14.0% | -10.0% | +24.0% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling