+125.0%
RY vs EPAM
-76.7%
+201.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.4% |
| 7D | -0.6% | +18.8% | -19.4% | -2.1% |
| 30D | +6.1% | +44.9% | -38.8% | +2.8% |
| 3M | -3.4% | +68.6% | -71.9% | -7.7% |
| 6M | +12.8% | +65.4% | -52.6% | +7.4% |
| YTD | +21.0% | -19.9% | +40.9% | +22.6% |
| 1Y | +40.5% | -10.0% | +50.5% | +40.7% |
| 3Y | +159.9% | -30.3% | +190.1% | +162.1% |
| 5Y | +125.0% | -75.7% | +200.6% | +135.7% |
| All | +125.0% | -76.7% | +201.7% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling