-4.8%
RMD vs EPAM
-4.9%
+0.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.1% |
| 7D | +2.3% | +13.4% | -11.0% | +0.2% |
| 30D | +4.1% | +47.1% | -42.9% | -2.9% |
| 3M | +5.7% | +71.2% | -65.5% | -4.1% |
| 6M | +12.9% | +48.9% | -36.0% | +3.4% |
| YTD | -1.5% | -22.2% | +20.7% | -1.2% |
| 1Y | -4.8% | -5.2% | +0.4% | -6.3% |
| All | -4.8% | -4.9% | +0.2% | -6.3% |
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