+48.9%
EPAM vs RVTY
+66.1%
-17.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.8% | -6.7% | -3.3% |
| 7D | +13.4% | -1.2% | +14.6% | +13.4% |
| 30D | +47.1% | +1.0% | +46.0% | +46.7% |
| 3M | +71.2% | +35.8% | +35.3% | +66.3% |
| 6M | +48.9% | +56.7% | -7.8% | +46.6% |
| All | +48.9% | +66.1% | -17.1% | +46.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling