-8.9%
EPAM vs RVTY
+71.7%
-80.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.8% |
| 7D | +18.8% | -2.7% | +21.5% | +19.3% |
| 30D | +44.9% | +3.2% | +41.7% | +43.2% |
| 3M | +68.6% | +37.2% | +31.4% | +52.0% |
| 6M | +65.4% | +57.7% | +7.7% | +41.5% |
| YTD | -19.9% | +64.8% | -84.7% | -29.7% |
| All | -8.9% | +71.7% | -80.6% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling