+525.3%
RVMD vs EPAM
-29.6%
+554.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.2% |
| 7D | -9.5% | +18.5% | -28.0% | -14.5% |
| 30D | -6.8% | +44.0% | -50.9% | -16.7% |
| 3M | -12.1% | +63.0% | -75.1% | -24.4% |
| 6M | +25.4% | +67.3% | -41.9% | +4.9% |
| YTD | +126.9% | -20.5% | +147.4% | +131.4% |
| 1Y | +182.0% | -9.6% | +191.6% | +176.2% |
| 3Y | +816.8% | -30.8% | +847.6% | +831.3% |
| 5Y | +464.0% | -75.6% | +539.6% | +641.4% |
| All | +525.3% | -29.6% | +554.8% | +418.7% |
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