+167.9%
RVMD vs EPAM
-9.2%
+177.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.3% |
| 7D | -0.7% | -1.1% | +0.4% | -0.7% |
| 30D | -6.4% | +41.8% | -48.3% | -4.7% |
| 3M | -14.1% | +63.4% | -77.4% | -12.5% |
| 6M | +21.0% | +72.2% | -51.2% | +23.6% |
| YTD | +121.4% | -20.0% | +141.4% | +125.6% |
| 1Y | +167.9% | -9.0% | +176.9% | +183.7% |
| All | +167.9% | -9.2% | +177.1% | +183.7% |
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 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