+9.8%
RTX vs EPAM
-4.9%
+14.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.6% | -1.2% |
| 7D | -5.1% | +13.4% | -18.5% | -5.1% |
| 30D | +5.1% | +47.1% | -41.9% | +4.5% |
| 3M | -14.8% | +71.2% | -86.0% | -15.8% |
| 6M | +8.0% | +48.9% | -40.9% | +6.0% |
| YTD | +4.5% | -22.2% | +26.7% | +2.0% |
| 1Y | +9.8% | -5.2% | +15.0% | +5.6% |
| All | +9.8% | -4.9% | +14.8% | +5.6% |
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 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