+776.8%
RVMD vs EPAM
-30.1%
+806.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -10.4% | +2.4% | -12.8% | -10.7% |
| 30D | -11.0% | +42.3% | -53.3% | -16.5% |
| 3M | -14.7% | +60.7% | -75.4% | -22.1% |
| 6M | +14.9% | +80.5% | -65.6% | +0.9% |
| YTD | +116.3% | -20.4% | +136.7% | +129.3% |
| 1Y | +167.6% | -9.6% | +177.2% | +172.6% |
| 3Y | +776.8% | -30.5% | +807.3% | +771.3% |
| All | +776.8% | -30.1% | +806.9% | +771.3% |
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