+147.3%
RTX vs EPAM
-76.7%
+224.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.7% | +1.9% |
| 7D | -1.7% | +18.8% | -20.5% | -2.3% |
| 30D | +7.7% | +44.9% | -37.3% | +6.3% |
| 3M | -10.3% | +68.6% | -78.9% | -12.0% |
| 6M | +14.6% | +65.4% | -50.8% | +12.2% |
| YTD | +10.4% | -19.9% | +30.3% | +10.6% |
| 1Y | +13.5% | -10.0% | +23.5% | +13.2% |
| 3Y | +158.6% | -30.3% | +188.9% | +157.1% |
| 5Y | +147.3% | -75.7% | +222.9% | +160.2% |
| All | +147.3% | -76.7% | +224.0% | +160.2% |
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