+39.6%
RY vs EPAM
-10.3%
+49.9%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.4% |
| 7D | -0.9% | +13.4% | -14.3% | -0.5% |
| 30D | +5.9% | +47.1% | -41.2% | +6.3% |
| 3M | -4.3% | +71.2% | -75.4% | -3.7% |
| 6M | +12.1% | +48.9% | -36.8% | +13.0% |
| YTD | +20.3% | -22.2% | +42.5% | +23.1% |
| All | +39.6% | -10.3% | +49.9% | +39.7% |
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