+78.8%
MET vs EPAM
-33.7%
+112.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.0% |
| 7D | -1.2% | +13.4% | -14.5% | -3.0% |
| 30D | +3.2% | +47.1% | -43.9% | -2.5% |
| 3M | -1.1% | +71.2% | -72.3% | -8.8% |
| 6M | +25.0% | +48.9% | -23.9% | +16.5% |
| YTD | +27.9% | -22.2% | +50.1% | +31.9% |
| 1Y | +32.9% | -5.2% | +38.0% | +32.3% |
| 3Y | +78.8% | -34.9% | +113.7% | +73.3% |
| All | +78.8% | -33.7% | +112.5% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling