+358.7%
RY vs EPAM
+170.1%
+188.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.8% |
| 7D | -0.9% | +13.4% | -14.3% | -2.9% |
| 30D | +5.9% | +47.1% | -41.2% | -0.1% |
| 3M | -4.3% | +71.2% | -75.4% | -11.8% |
| 6M | +12.1% | +48.9% | -36.8% | +4.5% |
| YTD | +20.3% | -22.2% | +42.5% | +22.6% |
| 1Y | +41.0% | -5.2% | +46.2% | +39.2% |
| 3Y | +157.5% | -34.9% | +192.5% | +162.4% |
| 5Y | +123.2% | -77.4% | +200.6% | +165.0% |
| All | +358.7% | +170.1% | +188.6% | +189.9% |
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