+102.8%
RUN vs EPAM
+170.1%
-67.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +2.9% |
| 7D | +33.4% | +13.4% | +20.0% | +25.7% |
| 30D | +31.1% | +47.1% | -15.9% | +9.4% |
| 3M | +6.4% | +71.2% | -64.8% | -17.7% |
| 6M | -22.2% | +48.9% | -71.1% | -37.9% |
| YTD | -45.8% | -22.2% | -23.5% | -42.6% |
| 1Y | -51.1% | -5.2% | -46.0% | -53.4% |
| 3Y | -3.0% | -34.9% | +31.9% | +5.3% |
| 5Y | -82.2% | -77.4% | -4.8% | -68.5% |
| All | +102.8% | +170.1% | -67.3% | -12.2% |
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