+342.7%
RMD vs EPAM
+165.6%
+177.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -0.8% | +18.5% | -19.4% | -4.9% |
| 30D | +1.7% | +44.0% | -42.4% | -6.8% |
| 3M | +6.4% | +63.0% | -56.6% | -5.3% |
| 6M | +20.7% | +67.3% | -46.5% | +5.6% |
| YTD | -0.2% | -20.5% | +20.4% | +2.0% |
| 1Y | -4.5% | -9.6% | +5.1% | -5.3% |
| 3Y | +70.5% | -30.8% | +101.4% | +72.4% |
| 5Y | -1.6% | -75.6% | +74.0% | +23.1% |
| 10Y | +342.7% | +159.6% | +183.1% | +102.8% |
| All | +342.7% | +165.6% | +177.1% | +102.8% |
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