-86.4%
RIVN vs EPAM
-76.7%
-9.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.9% | -3.8% |
| 7D | +3.1% | +18.8% | -15.7% | -4.5% |
| 30D | -1.9% | +44.9% | -46.8% | -15.8% |
| 3M | -16.4% | +68.6% | -85.0% | -32.4% |
| 6M | -3.7% | +65.4% | -69.1% | -23.8% |
| YTD | -30.5% | -19.9% | -10.6% | -27.8% |
| 1Y | -16.5% | -10.0% | -6.5% | -17.2% |
| 3Y | -11.0% | -30.3% | +19.2% | -7.3% |
| 5Y | -86.4% | -75.7% | -10.7% | -77.7% |
| All | -86.4% | -76.7% | -9.7% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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