+937.1%
RMBS vs EPAM
+751.2%
+185.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.0% |
| 7D | -0.3% | +2.0% | -2.3% | -0.9% |
| 30D | -12.2% | +6.5% | -18.7% | -14.3% |
| 3M | -49.5% | +19.9% | -69.5% | -53.3% |
| 6M | -7.1% | -16.9% | +9.8% | -5.2% |
| YTD | -7.0% | -42.9% | +35.9% | +6.0% |
| 1Y | +13.3% | -30.4% | +43.7% | +21.6% |
| 3Y | +49.2% | -54.7% | +104.0% | +75.5% |
| 5Y | +250.0% | -81.8% | +331.8% | +383.0% |
| 10Y | +495.1% | +65.5% | +429.7% | +310.7% |
| All | +937.1% | +751.2% | +185.9% | +367.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling