+5.8%
MDLZ vs EPAM
-33.7%
+39.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -1.0% |
| 7D | +1.7% | +13.4% | -11.7% | +1.1% |
| 30D | +11.2% | +47.1% | -35.9% | +9.3% |
| 3M | +6.1% | +71.2% | -65.0% | +3.6% |
| 6M | +8.6% | +48.9% | -40.4% | +5.9% |
| YTD | +25.8% | -22.2% | +48.1% | +24.3% |
| 1Y | +21.7% | -5.2% | +26.8% | +19.5% |
| 3Y | +5.8% | -34.9% | +40.8% | +4.2% |
| All | +5.8% | -33.7% | +39.5% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling