+40.5%
RY vs EPAM
-8.3%
+48.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.2% |
| 7D | +0.6% | +2.4% | -1.8% | +0.6% |
| 30D | +5.0% | +42.3% | -37.3% | +5.5% |
| 3M | -5.3% | +60.7% | -66.0% | -4.7% |
| 6M | +13.8% | +80.5% | -66.7% | +14.2% |
| YTD | +21.0% | -20.4% | +41.3% | +24.0% |
| 1Y | +40.5% | -9.6% | +50.1% | +39.8% |
| All | +40.5% | -8.3% | +48.8% | +39.8% |
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