+13.3%
RTX vs EPAM
-9.2%
+22.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | +3.4% | -1.1% | +4.5% | +3.4% |
| 30D | +8.4% | +41.8% | -33.5% | +8.0% |
| 3M | -10.7% | +63.4% | -74.0% | -11.3% |
| 6M | +11.7% | +72.2% | -60.5% | +9.7% |
| YTD | +9.3% | -20.0% | +29.4% | +6.2% |
| 1Y | +13.3% | -9.0% | +22.3% | +13.0% |
| All | +13.3% | -9.2% | +22.5% | +13.0% |
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