+32.0%
MDY vs EPAM
-77.4%
+109.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.2% |
| 7D | -1.7% | +13.4% | -15.0% | -3.7% |
| 30D | -0.9% | +47.1% | -48.0% | -6.7% |
| 3M | -5.7% | +71.2% | -76.9% | -13.4% |
| 6M | -2.9% | +48.9% | -51.8% | -9.7% |
| YTD | +9.8% | -22.2% | +32.1% | +12.5% |
| 1Y | +13.5% | -5.2% | +18.7% | +12.3% |
| 3Y | +51.9% | -34.9% | +86.9% | +55.4% |
| All | +32.0% | -77.4% | +109.4% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling