+22.2%
MDLZ vs EPAM
-78.1%
+100.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +0.1% | +9.1% | -9.0% | -0.5% |
| 30D | +10.0% | +38.5% | -28.5% | +8.0% |
| 3M | +7.1% | +61.0% | -53.9% | +4.2% |
| 6M | +9.8% | +58.0% | -48.2% | +6.7% |
| YTD | +26.6% | -23.5% | +50.1% | +26.9% |
| 1Y | +20.3% | -10.5% | +30.9% | +19.6% |
| 3Y | +5.4% | -33.8% | +39.2% | +5.3% |
| 5Y | +22.2% | -78.1% | +100.4% | +20.8% |
| All | +22.2% | -78.1% | +100.3% | +20.8% |
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 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