+487.5%
RVMD vs EPAM
-77.4%
+564.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.9% | +12.1% | +9.1% |
| 7D | +0.5% | +13.4% | -12.9% | -3.3% |
| 30D | -4.3% | +47.1% | -51.3% | -13.7% |
| 3M | -2.8% | +71.2% | -74.0% | -15.9% |
| 6M | +27.3% | +48.9% | -21.7% | +12.2% |
| YTD | +141.4% | -22.2% | +163.6% | +148.5% |
| 1Y | +213.3% | -5.2% | +218.4% | +204.5% |
| 3Y | +792.7% | -34.9% | +827.6% | +824.8% |
| All | +487.5% | -77.4% | +564.9% | +681.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling