+15.2%
MDY vs EPAM
-32.1%
+47.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | -3.1% | +18.4% | -21.5% | -3.9% |
| 3M | +1.8% | +19.2% | -17.4% | +1.1% |
| 6M | +10.8% | -21.0% | +31.7% | +14.1% |
| YTD | +14.4% | -43.7% | +58.2% | +21.6% |
| 1Y | +15.2% | -29.9% | +45.1% | +16.4% |
| All | +15.2% | -32.1% | +47.3% | +16.4% |
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