+160.9%
RY vs EPAM
-31.1%
+191.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +20.6% | -23.5% | -3.9% |
| 7D | -1.1% | +23.0% | -24.1% | -2.3% |
| 30D | +4.4% | +51.6% | -47.2% | +1.7% |
| 3M | -2.9% | +50.8% | -53.8% | -5.6% |
| 6M | +15.6% | +51.1% | -35.6% | +12.3% |
| YTD | +21.8% | -19.1% | +40.9% | +25.1% |
| 1Y | +42.6% | +3.0% | +39.6% | +42.4% |
| All | +160.9% | -31.1% | +191.9% | +165.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling