+371.5%
RY vs EPAM
+65.3%
+306.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | +3.1% | +2.0% | +1.2% | +2.8% |
| 30D | -0.3% | +6.5% | -6.8% | -1.5% |
| 3M | +8.7% | +19.9% | -11.3% | +5.0% |
| 6M | +28.5% | -16.9% | +45.5% | +30.8% |
| YTD | +25.1% | -42.9% | +68.0% | +33.8% |
| 1Y | +46.3% | -30.4% | +76.7% | +51.2% |
| 3Y | +154.9% | -54.7% | +209.7% | +174.8% |
| 5Y | +140.3% | -81.8% | +222.1% | +190.6% |
| All | +371.5% | +65.3% | +306.2% | +226.1% |
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 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