+162.6%
EPAM vs RVTY
+206.3%
-43.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.8% | -6.7% | -5.3% |
| 7D | +13.4% | -1.2% | +14.6% | +12.7% |
| 30D | +47.1% | +1.0% | +46.0% | +44.0% |
| 3M | +71.2% | +35.8% | +35.3% | +40.6% |
| 6M | +48.9% | +56.7% | -7.8% | +11.0% |
| YTD | -22.2% | +60.7% | -83.0% | -43.5% |
| 1Y | -5.2% | +73.7% | -78.9% | -34.5% |
| 3Y | -34.9% | +82.8% | -117.7% | -59.2% |
| 5Y | -77.4% | -7.0% | -70.4% | -78.1% |
| All | +162.6% | +206.3% | -43.7% | +34.8% |
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