+540.2%
MAR vs EPAM
+170.1%
+370.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.6% |
| 7D | +4.3% | +13.4% | -9.1% | +0.9% |
| 30D | +16.8% | +47.1% | -30.3% | +6.5% |
| 3M | +16.0% | +71.2% | -55.1% | +1.9% |
| 6M | +16.5% | +48.9% | -32.5% | +4.1% |
| YTD | +35.0% | -22.2% | +57.3% | +38.8% |
| 1Y | +49.4% | -5.2% | +54.5% | +46.2% |
| 3Y | +124.1% | -34.9% | +159.0% | +130.9% |
| 5Y | +159.2% | -77.4% | +236.6% | +224.6% |
| All | +540.2% | +170.1% | +370.1% | +294.0% |
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