+2.6%
MDT vs EPAM
-32.1%
+34.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | +6.0% | +18.4% | -12.4% | +4.3% |
| 3M | +15.5% | +19.2% | -3.7% | +12.8% |
| 6M | +3.4% | -21.0% | +24.3% | +3.7% |
| YTD | -2.2% | -43.7% | +41.6% | +1.1% |
| 1Y | +2.6% | -29.9% | +32.5% | +3.3% |
| All | +2.6% | -32.1% | +34.7% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling