-52.5%
RUN vs EPAM
-7.6%
-44.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.7% | -15.2% | -11.3% |
| 7D | +0.3% | +18.8% | -18.5% | -2.6% |
| 30D | +14.0% | +44.9% | -30.9% | +8.4% |
| 3M | -11.8% | +68.6% | -80.3% | -17.3% |
| 6M | -40.4% | +65.4% | -105.8% | -42.7% |
| YTD | -52.7% | -19.9% | -32.8% | -45.7% |
| 1Y | -52.5% | -10.0% | -42.5% | -40.1% |
| All | -52.5% | -7.6% | -44.9% | -40.1% |
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