+984.3%
MAR vs EPAM
+751.2%
+233.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.6% |
| 7D | -4.2% | +2.0% | -6.1% | -4.6% |
| 30D | -6.7% | +6.5% | -13.2% | -8.4% |
| 3M | -12.5% | +19.9% | -32.4% | -16.8% |
| 6M | +0.6% | -16.9% | +17.5% | +3.1% |
| YTD | +9.1% | -42.9% | +52.0% | +20.2% |
| 1Y | +26.2% | -30.4% | +56.6% | +32.6% |
| 3Y | +68.2% | -54.7% | +122.9% | +87.9% |
| 5Y | +163.9% | -81.8% | +245.7% | +230.9% |
| 10Y | +420.6% | +65.5% | +355.1% | +284.0% |
| All | +984.3% | +751.2% | +233.1% | +507.3% |
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