+4.6%
MKTX vs EPAM
+74.2%
-69.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.0% | -0.6% |
| 7D | -0.2% | +0.7% | -1.0% | -0.4% |
| 30D | +0.7% | +17.6% | -16.8% | -2.2% |
| 3M | +40.8% | +27.1% | +13.7% | +33.6% |
| 6M | -8.0% | -17.0% | +9.0% | -6.0% |
| YTD | -8.7% | -42.4% | +33.7% | -1.0% |
| 1Y | -11.8% | -25.3% | +13.5% | -9.3% |
| 3Y | -24.0% | -55.7% | +31.7% | -16.5% |
| 5Y | -60.3% | -81.2% | +20.9% | -50.3% |
| All | +4.6% | +74.2% | -69.7% | -31.5% |
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 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