+13.0%
MKTX vs EPAM
+165.6%
-152.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.3% | +18.5% | -18.2% | -3.0% |
| 30D | +0.9% | +44.0% | -43.1% | -5.8% |
| 3M | +2.7% | +63.0% | -60.3% | -6.5% |
| 6M | +15.6% | +67.3% | -51.7% | +3.7% |
| YTD | -7.0% | -20.5% | +13.5% | -5.3% |
| 1Y | -1.2% | -9.6% | +8.4% | -1.9% |
| 3Y | -22.2% | -30.8% | +8.6% | -21.8% |
| 5Y | -53.7% | -75.6% | +21.9% | -44.0% |
| 10Y | +13.0% | +159.6% | -146.5% | -32.7% |
| All | +13.0% | +165.6% | -152.6% | -32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling