+485.3%
MKTX vs EPAM
+751.2%
-265.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.4% |
| 7D | +0.4% | +2.0% | -1.5% | 0.0% |
| 30D | +1.1% | +6.5% | -5.4% | -0.5% |
| 3M | +36.1% | +19.9% | +16.2% | +30.5% |
| 6M | -12.9% | -16.9% | +4.1% | -11.0% |
| YTD | -8.5% | -42.9% | +34.4% | -0.7% |
| 1Y | -7.5% | -30.4% | +22.8% | -3.6% |
| 3Y | -28.3% | -54.7% | +26.4% | -21.7% |
| 5Y | -63.3% | -81.8% | +18.5% | -55.0% |
| 10Y | +4.5% | +65.5% | -60.9% | -23.8% |
| All | +485.3% | +751.2% | -265.9% | +265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling