+56.5%
MDY vs EPAM
-30.1%
+86.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +2.3% | +2.4% | -0.1% | +2.0% |
| 30D | +2.0% | +42.3% | -40.3% | -2.8% |
| 3M | -5.6% | +60.7% | -66.3% | -11.8% |
| 6M | +1.3% | +80.5% | -79.2% | -7.9% |
| YTD | +12.3% | -20.4% | +32.7% | +17.3% |
| 1Y | +15.8% | -9.6% | +25.4% | +17.7% |
| 3Y | +56.5% | -30.5% | +87.0% | +52.1% |
| All | +56.5% | -30.1% | +86.6% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling