-23.9%
MKTX vs EPAM
-57.0%
+33.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.3% | -2.2% | +2.4% | +0.4% |
| 30D | +1.0% | +17.8% | -16.8% | -0.1% |
| 3M | +40.8% | +19.9% | +20.9% | +38.5% |
| 6M | -10.9% | -21.6% | +10.7% | -10.3% |
| YTD | -8.6% | -44.0% | +35.4% | -6.4% |
| 1Y | -11.6% | -30.5% | +18.9% | -10.4% |
| All | -23.9% | -57.0% | +33.1% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling