+427.0%
MAR vs EPAM
+65.3%
+361.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.7% |
| 7D | -4.2% | +2.0% | -6.1% | -4.6% |
| 30D | -6.7% | +6.5% | -13.2% | -8.5% |
| 3M | -12.5% | +19.9% | -32.4% | -17.1% |
| 6M | +0.6% | -16.9% | +17.5% | +3.3% |
| YTD | +9.1% | -42.9% | +52.0% | +21.1% |
| 1Y | +26.2% | -30.4% | +56.6% | +33.0% |
| 3Y | +68.2% | -54.7% | +122.9% | +89.2% |
| 5Y | +163.9% | -81.8% | +245.7% | +244.3% |
| All | +427.0% | +65.3% | +361.7% | +250.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling