+541.3%
RMBS vs EPAM
+163.7%
+377.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.6% | +9.9% | +8.7% |
| 7D | -3.9% | +9.1% | -12.9% | -7.7% |
| 30D | -24.9% | +38.5% | -63.4% | -32.7% |
| 3M | -20.5% | +61.0% | -81.4% | -32.4% |
| 6M | -37.5% | +58.0% | -95.6% | -48.4% |
| YTD | -12.1% | -23.5% | +11.3% | -8.6% |
| 1Y | -25.0% | -10.5% | -14.5% | -25.9% |
| 3Y | +36.1% | -33.8% | +69.9% | +42.1% |
| 5Y | +236.1% | -78.1% | +314.3% | +372.4% |
| 10Y | +541.3% | +157.7% | +383.6% | +181.0% |
| All | +541.3% | +163.7% | +377.6% | +181.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling