-17.5%
RUN vs EPAM
+61.0%
-78.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +0.6% |
| 7D | +1.3% | +2.0% | -0.7% | +0.3% |
| 30D | -15.3% | +6.5% | -21.8% | -17.8% |
| 3M | -40.0% | +19.9% | -59.9% | -45.9% |
| 6M | -27.0% | -16.9% | -10.0% | -23.5% |
| YTD | -51.7% | -42.9% | -8.8% | -40.8% |
| 1Y | -45.9% | -30.4% | -15.5% | -40.3% |
| 3Y | -43.8% | -54.7% | +11.0% | -27.0% |
| 5Y | -80.5% | -81.8% | +1.3% | -63.7% |
| 10Y | +45.3% | +65.5% | -20.2% | -13.0% |
| All | -17.5% | +61.0% | -78.5% | -55.2% |
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