-46.9%
RUN vs EPAM
-11.8%
-35.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.1% |
| 7D | +18.1% | +9.1% | +9.0% | +16.0% |
| 30D | +27.5% | +38.5% | -11.0% | +22.2% |
| 3M | -4.5% | +61.0% | -65.5% | -9.8% |
| 6M | -33.3% | +58.0% | -91.4% | -35.4% |
| YTD | -47.1% | -23.5% | -23.6% | -38.8% |
| All | -46.9% | -11.8% | -35.2% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling