+141.9%
RY vs EPAM
-81.9%
+223.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | +3.1% | +2.0% | +1.2% | +2.9% |
| 30D | -0.3% | +6.5% | -6.8% | -1.0% |
| 3M | +8.7% | +19.9% | -11.3% | +6.5% |
| 6M | +28.5% | -16.9% | +45.5% | +30.0% |
| YTD | +25.1% | -42.9% | +68.0% | +30.6% |
| 1Y | +46.3% | -30.4% | +76.7% | +49.5% |
| 3Y | +154.9% | -54.7% | +209.7% | +166.9% |
| All | +141.9% | -81.9% | +223.8% | +160.3% |
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