+373.1%
ROIV vs EPAM
-77.2%
+450.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +20.6% | -24.8% | -7.2% |
| 7D | -2.4% | +23.0% | -25.4% | -5.8% |
| 30D | +3.1% | +51.6% | -48.5% | -3.8% |
| 3M | +5.8% | +50.8% | -45.0% | -1.7% |
| 6M | +29.3% | +51.1% | -21.8% | +19.3% |
| YTD | +68.8% | -19.1% | +87.9% | +72.3% |
| 1Y | +81.0% | +3.0% | +78.0% | +76.9% |
| 3Y | +294.6% | -31.2% | +325.8% | +301.1% |
| 5Y | +373.1% | -76.5% | +449.6% | +440.1% |
| All | +373.1% | -77.2% | +450.3% | +440.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling