+383.4%
MET vs EPAM
+1,091.5%
-708.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.2% |
| 7D | +2.1% | -1.1% | +3.3% | +2.3% |
| 30D | +1.8% | +41.8% | -40.0% | -6.0% |
| 3M | +6.0% | +63.4% | -57.3% | -5.3% |
| 6M | +31.1% | +72.2% | -41.1% | +14.3% |
| YTD | +32.6% | -20.0% | +52.6% | +34.9% |
| 1Y | +30.5% | -9.0% | +39.5% | +29.0% |
| 3Y | +83.6% | -30.4% | +113.9% | +85.0% |
| 5Y | +84.2% | -75.6% | +159.8% | +116.4% |
| 10Y | +196.6% | +161.2% | +35.4% | +73.8% |
| All | +383.4% | +1,091.5% | -708.1% | +115.8% |
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