+386.1%
MET vs EPAM
+1,093.7%
-707.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | -0.2% |
| 7D | +1.8% | +18.8% | -17.0% | -2.4% |
| 30D | +4.8% | +44.9% | -40.2% | -3.7% |
| 3M | +6.2% | +68.6% | -62.4% | -5.7% |
| 6M | +33.8% | +65.4% | -31.6% | +17.7% |
| YTD | +33.3% | -19.9% | +53.2% | +35.6% |
| 1Y | +36.3% | -10.0% | +46.4% | +35.2% |
| 3Y | +84.6% | -30.3% | +114.8% | +85.9% |
| 5Y | +87.7% | -75.7% | +163.3% | +120.7% |
| 10Y | +198.0% | +167.2% | +30.8% | +73.8% |
| All | +386.1% | +1,093.7% | -707.6% | +117.0% |
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