+86.4%
MET vs EPAM
-81.9%
+168.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -1.3% |
| 7D | +1.2% | +2.0% | -0.8% | +0.9% |
| 30D | +1.4% | +6.5% | -5.1% | +0.3% |
| 3M | +17.7% | +19.9% | -2.2% | +14.2% |
| 6M | +35.0% | -16.9% | +51.9% | +37.0% |
| YTD | +26.3% | -42.9% | +69.2% | +34.0% |
| 1Y | +22.8% | -30.4% | +53.2% | +26.7% |
| 3Y | +65.9% | -54.7% | +120.7% | +76.0% |
| All | +86.4% | -81.9% | +168.3% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling