+280.1%
ROIV vs EPAM
-49.7%
+329.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | +1.7% | +2.4% | -0.7% | +1.3% |
| 30D | +17.6% | +42.3% | -24.7% | +11.3% |
| 3M | +9.0% | +60.7% | -51.7% | +0.9% |
| 6M | +35.3% | +80.5% | -45.2% | +21.8% |
| YTD | +82.2% | -20.4% | +102.5% | +85.9% |
| 1Y | +92.3% | -9.6% | +101.9% | +92.0% |
| 3Y | +336.8% | -30.5% | +367.3% | +342.1% |
| 5Y | +370.6% | -75.7% | +446.3% | +409.2% |
| All | +280.1% | -49.7% | +329.8% | +297.2% |
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