+291.1%
ROIV vs EPAM
-51.7%
+342.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.8% |
| 7D | +13.3% | +9.1% | +4.3% | +11.5% |
| 30D | +14.8% | +38.5% | -23.7% | +9.0% |
| 3M | +11.9% | +61.0% | -49.0% | +3.6% |
| 6M | +42.4% | +58.0% | -15.6% | +30.8% |
| YTD | +87.4% | -23.5% | +110.9% | +92.4% |
| 1Y | +97.2% | -10.5% | +107.8% | +97.1% |
| 3Y | +375.7% | -33.8% | +409.5% | +384.9% |
| 5Y | +379.0% | -78.1% | +457.2% | +421.8% |
| All | +291.1% | -51.7% | +342.7% | +310.9% |
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