-19.3%
RMD vs EPAM
-81.9%
+62.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | -5.0% | +2.0% | -6.9% | -5.3% |
| 30D | +2.2% | +6.5% | -4.3% | +1.0% |
| 3M | +17.8% | +19.9% | -2.1% | +14.2% |
| 6M | -11.3% | -16.9% | +5.6% | -9.8% |
| YTD | -4.4% | -42.9% | +38.5% | +2.0% |
| 1Y | -15.7% | -30.4% | +14.7% | -12.7% |
| 3Y | +47.7% | -54.7% | +102.5% | +58.4% |
| All | -19.3% | -81.9% | +62.6% | -6.0% |
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