+157.7%
EPAM vs RVTY
+217.6%
-59.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -3.4% |
| 7D | +9.1% | +6.0% | +3.0% | +4.5% |
| 30D | +38.5% | +4.3% | +34.2% | +33.3% |
| 3M | +61.0% | +40.2% | +20.7% | +29.9% |
| 6M | +58.0% | +59.3% | -1.3% | +16.9% |
| YTD | -23.5% | +66.5% | -90.0% | -45.4% |
| 1Y | -10.5% | +77.5% | -88.0% | -38.9% |
| 3Y | -33.8% | +92.5% | -126.3% | -59.7% |
| 5Y | -78.1% | -6.8% | -71.3% | -78.7% |
| 10Y | +157.7% | +225.4% | -67.7% | +28.3% |
| All | +157.7% | +217.6% | -59.9% | +28.3% |
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