+199.7%
MET vs EPAM
+165.6%
+34.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | 0.0% | +18.5% | -18.5% | -3.9% |
| 30D | +3.4% | +44.0% | -40.7% | -4.7% |
| 3M | +7.0% | +63.0% | -56.0% | -4.1% |
| 6M | +34.6% | +67.3% | -32.6% | +18.4% |
| YTD | +34.0% | -20.5% | +54.5% | +36.8% |
| 1Y | +35.9% | -9.6% | +45.6% | +34.9% |
| 3Y | +85.5% | -30.8% | +116.3% | +87.2% |
| 5Y | +87.8% | -75.6% | +163.4% | +128.7% |
| 10Y | +199.7% | +159.6% | +40.1% | +49.4% |
| All | +199.7% | +165.6% | +34.1% | +49.4% |
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 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