-15.4%
MDLN vs EPAM
-43.4%
+28.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.7% | -4.9% |
| 7D | -1.2% | -0.9% | -0.3% | -1.0% |
| 30D | -1.5% | +18.4% | -19.9% | -4.8% |
| 3M | +2.6% | +19.2% | -16.6% | -1.8% |
| 6M | -20.9% | -21.0% | +0.1% | -20.8% |
| YTD | -17.4% | -43.7% | +26.3% | -14.6% |
| All | -15.4% | -43.4% | +28.0% | -12.5% |
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