+250.4%
ROIV vs EPAM
-81.9%
+332.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.9% |
| 7D | +0.6% | +2.0% | -1.3% | +0.3% |
| 30D | +1.0% | +6.5% | -5.6% | -0.4% |
| 3M | +18.3% | +19.9% | -1.6% | +13.8% |
| 6M | +18.3% | -16.9% | +35.3% | +20.9% |
| YTD | +61.0% | -42.9% | +103.8% | +73.9% |
| 1Y | +177.9% | -30.4% | +208.3% | +189.4% |
| 3Y | +199.1% | -54.7% | +253.8% | +225.2% |
| All | +250.4% | -81.9% | +332.2% | +334.0% |
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