+169.3%
RTX vs EPAM
-81.9%
+251.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | -5.2% | +2.0% | -7.1% | -5.2% |
| 30D | -9.4% | +6.5% | -15.9% | -9.6% |
| 3M | +12.3% | +19.9% | -7.6% | +11.3% |
| 6M | -3.1% | -16.9% | +13.8% | -2.8% |
| YTD | +10.7% | -42.9% | +53.5% | +12.2% |
| 1Y | +28.4% | -30.4% | +58.8% | +29.1% |
| 3Y | +147.1% | -54.7% | +201.8% | +148.9% |
| All | +169.3% | -81.9% | +251.2% | +181.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling