+231.7%
MDT vs EPAM
+751.2%
-519.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.5% |
| 7D | +3.2% | +2.0% | +1.3% | +2.9% |
| 30D | +9.5% | +6.5% | +3.0% | +8.2% |
| 3M | +16.0% | +19.9% | -4.0% | +12.3% |
| 6M | +0.2% | -16.9% | +17.1% | +1.9% |
| YTD | -0.3% | -42.9% | +42.6% | +6.5% |
| 1Y | +4.7% | -30.4% | +35.1% | +8.3% |
| 3Y | +26.5% | -54.7% | +81.3% | +35.8% |
| 5Y | -18.2% | -81.8% | +63.6% | -4.0% |
| 10Y | +40.0% | +65.5% | -25.4% | +8.5% |
| All | +231.7% | +751.2% | -519.5% | +124.3% |
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 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