+360.5%
MET vs EPAM
+751.2%
-390.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -1.1% |
| 7D | +1.2% | +2.0% | -0.8% | +0.7% |
| 30D | +1.4% | +6.5% | -5.1% | -0.5% |
| 3M | +17.7% | +19.9% | -2.2% | +11.9% |
| 6M | +35.0% | -16.9% | +51.9% | +38.3% |
| YTD | +26.3% | -42.9% | +69.2% | +39.1% |
| 1Y | +22.8% | -30.4% | +53.2% | +29.0% |
| 3Y | +65.9% | -54.7% | +120.7% | +84.6% |
| 5Y | +85.4% | -81.8% | +167.2% | +131.5% |
| 10Y | +253.7% | +65.5% | +188.3% | +130.1% |
| All | +360.5% | +751.2% | -390.7% | +122.5% |
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