+209.9%
MET vs EPAM
+163.7%
+46.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.0% | +3.8% |
| 7D | +1.3% | +9.1% | -7.7% | -1.0% |
| 30D | +4.0% | +38.5% | -34.5% | -3.4% |
| 3M | +4.6% | +61.0% | -56.4% | -6.0% |
| 6M | +32.8% | +58.0% | -25.2% | +18.2% |
| YTD | +32.3% | -23.5% | +55.8% | +36.1% |
| 1Y | +37.1% | -10.5% | +47.7% | +36.3% |
| 3Y | +86.8% | -33.8% | +120.7% | +90.3% |
| 5Y | +87.4% | -78.1% | +165.5% | +136.4% |
| 10Y | +209.9% | +157.7% | +52.2% | +54.9% |
| All | +209.9% | +163.7% | +46.2% | +54.9% |
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