+291.9%
MMM vs EPAM
+1,058.6%
-766.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.8% |
| 7D | +6.2% | +13.4% | -7.2% | +3.8% |
| 30D | +14.2% | +47.1% | -32.9% | +7.1% |
| 3M | +2.9% | +71.2% | -68.3% | -6.0% |
| 6M | +27.6% | +48.9% | -21.4% | +18.0% |
| YTD | +17.3% | -22.2% | +39.5% | +19.4% |
| 1Y | +15.1% | -5.2% | +20.3% | +13.3% |
| 3Y | +157.1% | -34.9% | +192.1% | +162.0% |
| 5Y | +45.1% | -77.4% | +122.5% | +64.7% |
| 10Y | +83.9% | +158.1% | -74.2% | +34.6% |
| All | +291.9% | +1,058.6% | -766.8% | +146.6% |
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