-10.0%
MKTX vs EPAM
-29.6%
+19.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.2% | -4.5% | +4.3% | +0.2% |
| 30D | +0.8% | +14.6% | -13.8% | -0.2% |
| 3M | +41.1% | +23.1% | +18.1% | +37.4% |
| 6M | -9.5% | -19.5% | +9.9% | -9.4% |
| YTD | -8.7% | -44.1% | +35.4% | -5.4% |
| 1Y | -10.0% | -25.2% | +15.2% | -7.2% |
| All | -10.0% | -29.6% | +19.6% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling