+263.7%
MDLZ vs EPAM
+1,105.1%
-841.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +20.6% | -21.5% | -3.2% |
| 7D | +6.9% | +23.0% | -16.2% | +4.1% |
| 30D | +12.1% | +51.6% | -39.5% | +6.5% |
| 3M | +7.7% | +50.8% | -43.1% | +2.0% |
| 6M | +10.8% | +51.1% | -40.3% | +4.5% |
| YTD | +27.4% | -19.1% | +46.5% | +28.3% |
| 1Y | +23.5% | +3.0% | +20.5% | +20.7% |
| 3Y | +6.2% | -31.2% | +37.3% | +6.4% |
| 5Y | +22.9% | -76.5% | +99.4% | +36.2% |
| 10Y | +99.6% | +168.4% | -68.8% | +44.6% |
| All | +263.7% | +1,105.1% | -841.4% | +142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling