+592.6%
RVMD vs EPAM
-32.2%
+624.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.5% |
| 7D | +6.4% | +9.1% | -2.7% | +2.7% |
| 30D | +5.5% | +38.5% | -33.0% | -4.7% |
| 3M | -2.4% | +61.0% | -63.4% | -15.9% |
| 6M | +41.1% | +58.0% | -16.9% | +19.9% |
| YTD | +151.3% | -23.5% | +174.7% | +158.8% |
| 1Y | +228.1% | -10.5% | +238.6% | +221.8% |
| 3Y | +899.8% | -33.8% | +933.6% | +927.8% |
| 5Y | +514.0% | -78.1% | +592.1% | +738.5% |
| All | +592.6% | -32.2% | +624.7% | +480.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling