-5.4%
RMD vs EPAM
-7.6%
+2.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.4% |
| 7D | +3.1% | +18.8% | -15.7% | +0.2% |
| 30D | +1.8% | +44.9% | -43.2% | -4.8% |
| 3M | +6.7% | +68.6% | -61.9% | -2.9% |
| 6M | +13.9% | +65.4% | -51.5% | +2.5% |
| YTD | -2.0% | -19.9% | +17.9% | -2.0% |
| 1Y | -5.4% | -10.0% | +4.6% | -7.1% |
| All | -5.4% | -7.6% | +2.2% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling