+10.0%
MDT vs EPAM
-10.0%
+20.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -3.2% | +18.5% | -21.7% | -4.7% |
| 30D | +10.5% | +44.0% | -33.5% | +6.7% |
| 3M | +13.0% | +63.0% | -50.0% | +7.8% |
| 6M | +38.7% | +67.3% | -28.6% | +30.7% |
| YTD | +8.5% | -20.5% | +29.0% | +6.2% |
| 1Y | +10.0% | -9.6% | +19.7% | +8.3% |
| All | +10.0% | -10.0% | +20.1% | +8.3% |
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