+545.5%
RY vs EPAM
+1,105.1%
-559.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +20.6% | -23.5% | -5.5% |
| 7D | -1.1% | +23.0% | -24.1% | -4.0% |
| 30D | +4.4% | +51.6% | -47.2% | -1.5% |
| 3M | -2.9% | +50.8% | -53.8% | -8.7% |
| 6M | +15.6% | +51.1% | -35.6% | +8.0% |
| YTD | +21.8% | -19.1% | +40.9% | +23.1% |
| 1Y | +42.6% | +3.0% | +39.6% | +39.1% |
| 3Y | +160.9% | -31.2% | +192.1% | +163.1% |
| 5Y | +126.1% | -76.5% | +202.6% | +154.0% |
| 10Y | +371.7% | +168.4% | +203.3% | +253.6% |
| All | +545.5% | +1,105.1% | -559.5% | +305.5% |
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 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