+424.6%
RTX vs EPAM
+1,105.1%
-680.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +20.6% | -23.9% | -5.8% |
| 7D | -3.8% | +23.0% | -26.8% | -6.5% |
| 30D | +4.7% | +51.6% | -46.9% | -0.9% |
| 3M | -13.4% | +50.8% | -64.2% | -18.3% |
| 6M | +11.8% | +51.1% | -39.3% | +4.9% |
| YTD | +5.8% | -19.1% | +24.9% | +6.7% |
| 1Y | +11.9% | +3.0% | +8.9% | +9.2% |
| 3Y | +146.3% | -31.2% | +177.4% | +147.0% |
| 5Y | +134.3% | -76.5% | +210.8% | +164.7% |
| 10Y | +277.9% | +168.4% | +109.5% | +161.1% |
| All | +424.6% | +1,105.1% | -680.5% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling