+26.2%
MAR vs EPAM
-32.1%
+58.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | -4.2% | +2.0% | -6.1% | -4.3% |
| 30D | -6.7% | +6.5% | -13.2% | -7.3% |
| 3M | -12.5% | +19.9% | -32.4% | -14.4% |
| 6M | +0.6% | -16.9% | +17.5% | +3.4% |
| YTD | +9.1% | -42.9% | +52.0% | +17.2% |
| 1Y | +26.2% | -30.4% | +56.6% | +26.4% |
| All | +26.2% | -32.1% | +58.3% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling