+240.5%
RMBS vs EPAM
-75.7%
+316.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +10.3% | +2.4% | +7.9% | +9.8% |
| 30D | -10.7% | +42.3% | -53.1% | -17.6% |
| 3M | -17.2% | +60.7% | -77.9% | -26.0% |
| 6M | -39.0% | +80.5% | -119.5% | -48.2% |
| YTD | -10.5% | -20.4% | +9.9% | -6.3% |
| 1Y | -11.0% | -9.6% | -1.4% | -9.7% |
| 3Y | +31.3% | -30.5% | +61.8% | +37.1% |
| All | +240.5% | -75.7% | +316.2% | +332.2% |
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