+302.4%
ROIV vs EPAM
-49.8%
+352.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +9.5% | +18.5% | -9.1% | +6.5% |
| 30D | +21.0% | +44.0% | -23.0% | +14.3% |
| 3M | +18.7% | +63.0% | -44.3% | +9.7% |
| 6M | +44.5% | +67.3% | -22.7% | +31.7% |
| YTD | +92.9% | -20.5% | +113.4% | +96.9% |
| 1Y | +100.2% | -9.6% | +109.9% | +100.0% |
| 3Y | +375.0% | -30.8% | +405.8% | +381.2% |
| 5Y | +435.2% | -75.6% | +510.8% | +479.2% |
| All | +302.4% | -49.8% | +352.2% | +320.6% |
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