-75.6%
EPAM vs RVTY
-9.4%
-66.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +18.5% | -0.7% | +19.3% | +18.1% |
| 30D | +44.0% | +1.7% | +42.3% | +40.8% |
| 3M | +63.0% | +36.8% | +26.2% | +35.4% |
| 6M | +67.3% | +60.1% | +7.2% | +26.0% |
| YTD | -20.5% | +64.0% | -84.5% | -41.5% |
| 1Y | -9.6% | +68.2% | -77.8% | -34.7% |
| 3Y | -30.8% | +88.8% | -119.6% | -57.1% |
| 5Y | -75.6% | -10.5% | -65.1% | -73.2% |
| All | -75.6% | -9.4% | -66.3% | -73.2% |
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