+1,037.9%
EPAM vs RVTY
+531.0%
+507.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.8% | -6.7% | -5.4% |
| 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% | +40.4% |
| 6M | +48.9% | +56.7% | -7.8% | +10.8% |
| YTD | -22.2% | +60.7% | -83.0% | -43.6% |
| 1Y | -5.2% | +73.7% | -78.9% | -34.6% |
| 3Y | -34.9% | +82.8% | -117.7% | -59.0% |
| 5Y | -77.4% | -7.0% | -70.4% | -78.3% |
| 10Y | +158.1% | +212.3% | -54.2% | +14.1% |
| All | +1,037.9% | +531.0% | +507.0% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling