-75.3%
EPAM vs RVTY
-15.1%
-60.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.4% |
| 7D | +2.4% | -0.5% | +2.9% | +2.5% |
| 30D | +42.3% | +1.5% | +40.8% | +39.2% |
| 3M | +60.7% | +31.5% | +29.2% | +36.1% |
| 6M | +80.5% | +62.7% | +17.8% | +34.4% |
| YTD | -20.4% | +60.0% | -80.3% | -40.7% |
| 1Y | -9.6% | +65.7% | -75.3% | -34.3% |
| 3Y | -30.5% | +85.2% | -115.7% | -56.6% |
| All | -75.3% | -15.1% | -60.2% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling