+47.2%
MMM vs EPAM
-77.2%
+124.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +20.6% | -23.8% | -5.7% |
| 7D | +5.9% | +23.0% | -17.1% | +2.9% |
| 30D | +14.7% | +51.6% | -36.8% | +8.5% |
| 3M | +3.6% | +50.8% | -47.2% | -2.4% |
| 6M | +32.7% | +51.1% | -18.4% | +24.4% |
| YTD | +18.9% | -19.1% | +38.1% | +20.6% |
| 1Y | +16.4% | +3.0% | +13.4% | +13.9% |
| 3Y | +159.8% | -31.2% | +191.0% | +161.5% |
| 5Y | +47.2% | -76.5% | +123.7% | +49.1% |
| All | +47.2% | -77.2% | +124.3% | +49.1% |
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