+104.5%
MDLZ vs EPAM
+158.4%
-53.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -0.4% | -1.1% | +0.7% | -0.3% |
| 30D | +8.2% | +41.8% | -33.6% | +3.7% |
| 3M | +8.0% | +63.4% | -55.4% | +1.6% |
| 6M | +9.7% | +72.2% | -62.5% | +2.1% |
| YTD | +26.9% | -20.0% | +46.9% | +27.9% |
| 1Y | +20.9% | -9.0% | +29.9% | +20.0% |
| 3Y | +5.3% | -30.4% | +35.7% | +5.3% |
| 5Y | +21.4% | -75.6% | +97.0% | +37.8% |
| All | +104.5% | +158.4% | -53.9% | +35.8% |
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