+554.5%
RVMD vs EPAM
-54.6%
+609.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | +1.0% | +2.0% | -0.9% | +0.5% |
| 30D | +6.4% | +6.5% | -0.1% | +4.3% |
| 3M | +34.9% | +19.9% | +15.0% | +27.4% |
| 6M | +107.6% | -16.9% | +124.5% | +117.4% |
| YTD | +163.7% | -42.9% | +206.6% | +202.8% |
| 1Y | +439.2% | -30.4% | +469.6% | +474.0% |
| All | +554.5% | -54.6% | +609.1% | +595.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling