+15.1%
MMM vs EPAM
-4.9%
+20.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.3% |
| 7D | +6.2% | +13.4% | -7.2% | +5.9% |
| 30D | +14.2% | +47.1% | -32.9% | +12.5% |
| 3M | +2.9% | +71.2% | -68.3% | +0.5% |
| 6M | +27.6% | +48.9% | -21.4% | +25.1% |
| YTD | +17.3% | -22.2% | +39.5% | +18.7% |
| 1Y | +15.1% | -5.2% | +20.3% | +8.4% |
| All | +15.1% | -4.9% | +20.0% | +8.4% |
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