+101.3%
MNST vs EPAM
-77.4%
+178.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.6% | -4.1% |
| 7D | -3.4% | +13.4% | -16.8% | -4.6% |
| 30D | +6.6% | +47.1% | -40.5% | +3.0% |
| 3M | -2.9% | +71.2% | -74.1% | -7.5% |
| 6M | +18.4% | +48.9% | -30.5% | +13.6% |
| YTD | +19.3% | -22.2% | +41.5% | +20.8% |
| 1Y | +37.9% | -5.2% | +43.1% | +36.8% |
| 3Y | +62.9% | -34.9% | +97.8% | +64.6% |
| All | +101.3% | -77.4% | +178.8% | +116.5% |
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