+157.5%
RY vs EPAM
-33.7%
+191.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.1% |
| 7D | -0.9% | +13.4% | -14.3% | -1.6% |
| 30D | +5.9% | +47.1% | -41.2% | +3.3% |
| 3M | -4.3% | +71.2% | -75.4% | -7.6% |
| 6M | +12.1% | +48.9% | -36.8% | +8.9% |
| YTD | +20.3% | -22.2% | +42.5% | +23.7% |
| 1Y | +41.0% | -5.2% | +46.2% | +41.8% |
| 3Y | +157.5% | -34.9% | +192.5% | +162.6% |
| All | +157.5% | -33.7% | +191.3% | +162.6% |
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