+144.2%
RTX vs EPAM
-33.7%
+177.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.6% | -1.0% |
| 7D | -5.1% | +13.4% | -18.5% | -5.8% |
| 30D | +5.1% | +47.1% | -41.9% | +2.8% |
| 3M | -14.8% | +71.2% | -86.0% | -17.6% |
| 6M | +8.0% | +48.9% | -40.9% | +4.9% |
| YTD | +4.5% | -22.2% | +26.7% | +5.5% |
| 1Y | +9.8% | -5.2% | +15.0% | +9.1% |
| 3Y | +144.2% | -34.9% | +179.1% | +141.9% |
| All | +144.2% | -33.7% | +177.9% | +141.9% |
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