+1,279.9%
MAR vs EPAM
+1,093.7%
+186.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -2.0% | +1.7% |
| 7D | +2.9% | +18.8% | -15.9% | -1.3% |
| 30D | +17.0% | +44.9% | -27.9% | +7.6% |
| 3M | +23.2% | +68.6% | -45.4% | +9.3% |
| 6M | +21.7% | +65.4% | -43.7% | +7.1% |
| YTD | +38.9% | -19.9% | +58.7% | +41.3% |
| 1Y | +48.7% | -10.0% | +58.7% | +47.3% |
| 3Y | +122.9% | -30.3% | +153.2% | +125.9% |
| 5Y | +177.5% | -75.7% | +253.1% | +226.3% |
| 10Y | +537.5% | +167.2% | +370.3% | +324.3% |
| All | +1,279.9% | +1,093.7% | +186.1% | +614.2% |
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