+7.1%
MDLZ vs EPAM
-31.1%
+38.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +20.6% | -21.5% | -1.7% |
| 7D | +6.9% | +23.0% | -16.2% | +5.8% |
| 30D | +12.1% | +51.6% | -39.5% | +10.0% |
| 3M | +7.7% | +50.8% | -43.1% | +5.6% |
| 6M | +10.8% | +51.1% | -40.3% | +8.0% |
| YTD | +27.4% | -19.1% | +46.5% | +25.6% |
| 1Y | +23.5% | +3.0% | +20.5% | +20.9% |
| All | +7.1% | -31.1% | +38.2% | +5.3% |
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 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