+1,531.1%
MELI vs EPAM
+1,086.5%
+444.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -1.2% | +2.4% | -3.6% | -2.1% |
| 30D | -18.9% | +42.3% | -61.2% | -30.1% |
| 3M | -18.4% | +60.7% | -79.1% | -33.0% |
| 6M | -4.5% | +80.5% | -85.0% | -26.2% |
| YTD | -26.0% | -20.4% | -5.6% | -24.2% |
| 1Y | -26.6% | -9.6% | -17.0% | -28.4% |
| 3Y | +8.2% | -30.5% | +38.7% | +7.0% |
| 5Y | -6.6% | -75.7% | +69.1% | +26.8% |
| 10Y | +859.5% | +160.1% | +699.4% | +475.8% |
| All | +1,531.1% | +1,086.5% | +444.6% | +666.2% |
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 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