+961.1%
MELI vs EPAM
+74.2%
+886.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -1.6% |
| 7D | -4.1% | +0.7% | -4.8% | -4.4% |
| 30D | +3.8% | +17.6% | -13.8% | -2.8% |
| 3M | +17.8% | +27.1% | -9.3% | +5.1% |
| 6M | +7.4% | -17.0% | +24.4% | +13.3% |
| YTD | -5.8% | -42.4% | +36.6% | +13.2% |
| 1Y | -18.9% | -25.3% | +6.4% | -13.2% |
| 3Y | +33.3% | -55.7% | +89.1% | +62.5% |
| 5Y | +2.7% | -81.2% | +83.9% | +71.7% |
| All | +961.1% | +74.2% | +886.9% | +489.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling