+284.5%
ROIV vs EPAM
-49.5%
+334.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.1% | -4.5% |
| 7D | +9.2% | -1.1% | +10.3% | +9.3% |
| 30D | +19.9% | +41.8% | -21.9% | +13.5% |
| 3M | +10.6% | +63.4% | -52.8% | +2.2% |
| 6M | +36.1% | +72.2% | -36.1% | +23.4% |
| YTD | +84.3% | -20.0% | +104.3% | +88.0% |
| 1Y | +87.6% | -9.0% | +96.6% | +87.2% |
| 3Y | +353.9% | -30.4% | +384.3% | +359.4% |
| 5Y | +376.1% | -75.6% | +451.7% | +414.8% |
| All | +284.5% | -49.5% | +334.0% | +301.6% |
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