+89.0%
ROIV vs EPAM
-4.9%
+93.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.9% | +10.0% | +6.2% |
| 7D | +5.3% | +13.4% | -8.0% | +5.2% |
| 30D | +11.9% | +47.1% | -35.2% | +10.3% |
| 3M | +10.7% | +71.2% | -60.5% | +7.7% |
| 6M | +34.9% | +48.9% | -14.0% | +33.5% |
| YTD | +79.2% | -22.2% | +101.4% | +96.5% |
| 1Y | +89.0% | -5.2% | +94.2% | +89.5% |
| All | +89.0% | -4.9% | +93.9% | +89.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling