+546.0%
RMBS vs EPAM
+65.2%
+480.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | +3.0% | -0.9% | +3.8% | +3.2% |
| 30D | -14.4% | +18.4% | -32.8% | -18.8% |
| 3M | -42.8% | +19.2% | -62.1% | -47.2% |
| 6M | -1.4% | -21.0% | +19.6% | +2.8% |
| YTD | -5.4% | -43.7% | +38.3% | +9.8% |
| 1Y | +18.6% | -29.9% | +48.5% | +28.0% |
| 3Y | +57.3% | -56.5% | +113.8% | +89.8% |
| 5Y | +265.7% | -81.7% | +347.4% | +435.7% |
| 10Y | +546.0% | +64.5% | +481.5% | +234.8% |
| All | +546.0% | +65.2% | +480.8% | +234.8% |
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