+564.6%
RY vs EPAM
+899.0%
-334.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.1% |
| 7D | +2.5% | +0.8% | +1.6% | +2.3% |
| 30D | +8.4% | +24.9% | -16.5% | +5.2% |
| 3M | +1.2% | +22.6% | -21.3% | -1.9% |
| 6M | +19.4% | +24.2% | -4.8% | +14.7% |
| YTD | +25.4% | -33.0% | +58.4% | +30.3% |
| 1Y | +46.7% | -13.3% | +60.0% | +46.8% |
| 3Y | +168.6% | -42.9% | +211.6% | +178.3% |
| 5Y | +132.3% | -80.8% | +213.1% | +169.0% |
| 10Y | +385.7% | +122.5% | +263.2% | +274.1% |
| All | +564.6% | +899.0% | -334.3% | +329.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling