+167.2%
EPAM vs RVTY
+212.9%
-45.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.2% |
| 7D | +18.8% | -2.7% | +21.5% | +19.6% |
| 30D | +44.9% | +3.2% | +41.7% | +40.3% |
| 3M | +68.6% | +37.2% | +31.4% | +37.7% |
| 6M | +65.4% | +57.7% | +7.7% | +23.0% |
| YTD | -19.9% | +64.8% | -84.7% | -42.6% |
| 1Y | -10.0% | +72.8% | -82.8% | -37.6% |
| 3Y | -30.3% | +89.8% | -120.1% | -57.2% |
| 5Y | -75.7% | -8.4% | -67.2% | -76.1% |
| 10Y | +167.2% | +219.5% | -52.3% | +34.4% |
| All | +167.2% | +212.9% | -45.7% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling