+617.4%
RVMD vs EPAM
-50.1%
+667.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | -1.2% | -0.9% | -0.3% | -1.0% |
| 30D | +1.1% | +18.4% | -17.3% | -3.7% |
| 3M | +39.6% | +19.2% | +20.4% | +30.6% |
| 6M | +110.7% | -21.0% | +131.6% | +121.3% |
| YTD | +160.3% | -43.7% | +204.0% | +196.2% |
| 1Y | +404.9% | -29.9% | +434.8% | +435.0% |
| 3Y | +545.5% | -56.5% | +602.0% | +660.3% |
| 5Y | +584.7% | -81.7% | +666.4% | +877.3% |
| All | +617.4% | -50.1% | +667.5% | +564.0% |
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 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