+626.7%
RVMD vs EPAM
-49.4%
+676.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.2% |
| 7D | +1.0% | +2.0% | -0.9% | +0.5% |
| 30D | +6.4% | +6.5% | -0.1% | +3.9% |
| 3M | +34.9% | +19.9% | +15.0% | +26.0% |
| 6M | +107.6% | -16.9% | +124.5% | +114.9% |
| YTD | +163.7% | -42.9% | +206.6% | +198.9% |
| 1Y | +439.2% | -30.4% | +469.6% | +472.8% |
| 3Y | +499.2% | -54.7% | +553.9% | +597.5% |
| 5Y | +621.7% | -81.8% | +703.5% | +934.5% |
| All | +626.7% | -49.4% | +676.1% | +569.9% |
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