+183.1%
MAR vs EPAM
-75.8%
+258.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +1.8% | -1.1% | +2.9% | +1.9% |
| 30D | +14.3% | +41.8% | -27.5% | +7.0% |
| 3M | +20.0% | +63.4% | -43.3% | +9.3% |
| 6M | +21.7% | +72.2% | -50.5% | +8.6% |
| YTD | +37.7% | -20.0% | +57.7% | +40.5% |
| 1Y | +46.8% | -9.0% | +55.9% | +46.0% |
| 3Y | +121.0% | -30.4% | +151.4% | +123.9% |
| 5Y | +183.1% | -75.6% | +258.7% | +218.9% |
| All | +183.1% | -75.8% | +258.8% | +218.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling