+261.5%
MDT vs EPAM
+1,058.6%
-797.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -2.3% |
| 7D | +5.4% | +13.4% | -7.9% | +3.3% |
| 30D | +19.1% | +47.1% | -28.0% | +12.2% |
| 3M | +19.5% | +71.2% | -51.7% | +10.0% |
| 6M | +33.5% | +48.9% | -15.5% | +24.4% |
| YTD | +8.7% | -22.2% | +30.9% | +10.5% |
| 1Y | +16.8% | -5.2% | +22.0% | +15.2% |
| 3Y | +53.0% | -34.9% | +87.9% | +55.2% |
| 5Y | -2.9% | -77.4% | +74.5% | +10.8% |
| 10Y | +61.4% | +158.1% | -96.6% | +17.3% |
| All | +261.5% | +1,058.6% | -797.1% | +132.8% |
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