+449.0%
RTX vs EPAM
+751.2%
-302.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | -5.2% | +2.0% | -7.1% | -5.4% |
| 30D | -9.4% | +6.5% | -15.9% | -10.4% |
| 3M | +12.3% | +19.9% | -7.6% | +9.1% |
| 6M | -3.1% | -16.9% | +13.8% | -1.7% |
| YTD | +10.7% | -42.9% | +53.5% | +17.0% |
| 1Y | +28.4% | -30.4% | +58.8% | +32.0% |
| 3Y | +147.1% | -54.7% | +201.8% | +162.0% |
| 5Y | +167.2% | -81.8% | +249.1% | +209.3% |
| 10Y | +274.7% | +65.5% | +209.3% | +175.9% |
| All | +449.0% | +751.2% | -302.2% | +233.2% |
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 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