-61.4%
MKTX vs EPAM
-81.7%
+20.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.1% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | +1.0% | +18.4% | -17.4% | -0.9% |
| 3M | +41.3% | +19.2% | +22.0% | +37.7% |
| 6M | -11.3% | -21.0% | +9.6% | -9.7% |
| YTD | -8.6% | -43.7% | +35.2% | -3.7% |
| 1Y | -11.1% | -29.9% | +18.8% | -8.8% |
| 3Y | -24.5% | -56.5% | +32.0% | -19.5% |
| 5Y | -61.4% | -81.7% | +20.3% | -58.5% |
| All | -61.4% | -81.7% | +20.3% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling