+103.3%
RUN vs EPAM
+163.7%
-60.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.7% |
| 7D | +18.1% | +9.1% | +9.0% | +13.1% |
| 30D | +27.5% | +38.5% | -11.0% | +9.4% |
| 3M | -4.5% | +61.0% | -65.5% | -24.1% |
| 6M | -33.3% | +58.0% | -91.4% | -48.1% |
| YTD | -47.1% | -23.5% | -23.6% | -43.6% |
| 1Y | -43.1% | -10.5% | -32.6% | -43.9% |
| 3Y | -3.0% | -33.8% | +30.8% | +4.3% |
| 5Y | -82.6% | -78.1% | -4.5% | -68.5% |
| 10Y | +103.3% | +157.7% | -54.4% | -11.2% |
| All | +103.3% | +163.7% | -60.4% | -11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling