+16.5%
MDLZ vs EPAM
-81.9%
+98.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.2% |
| 7D | -1.7% | +2.0% | -3.7% | -1.8% |
| 30D | -2.1% | +6.5% | -8.6% | -2.5% |
| 3M | +1.3% | +19.9% | -18.6% | +0.1% |
| 6M | +6.2% | -16.9% | +23.1% | +6.6% |
| YTD | +15.8% | -42.9% | +58.7% | +18.0% |
| 1Y | +4.1% | -30.4% | +34.5% | +5.0% |
| 3Y | -4.1% | -54.7% | +50.6% | -2.1% |
| All | +16.5% | -81.9% | +98.4% | +17.5% |
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