+147.2%
RTX vs EPAM
-31.1%
+178.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +20.6% | -23.9% | -4.3% |
| 7D | -3.8% | +23.0% | -26.8% | -4.8% |
| 30D | +4.7% | +51.6% | -46.9% | +2.2% |
| 3M | -13.4% | +50.8% | -64.2% | -15.6% |
| 6M | +11.8% | +51.1% | -39.3% | +8.5% |
| YTD | +5.8% | -19.1% | +24.9% | +6.7% |
| 1Y | +11.9% | +3.0% | +8.9% | +10.6% |
| All | +147.2% | -31.1% | +178.3% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling