+146.1%
MO vs EPAM
+168.6%
-22.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | +0.4% |
| 7D | -0.8% | +18.8% | -19.6% | -1.8% |
| 30D | +6.5% | +44.9% | -38.4% | +4.2% |
| 3M | +18.3% | +68.6% | -50.2% | +14.7% |
| 6M | +15.6% | +65.4% | -49.9% | +11.8% |
| YTD | +38.8% | -19.9% | +58.7% | +39.4% |
| 1Y | +41.6% | -10.0% | +51.6% | +41.1% |
| 3Y | +138.2% | -30.3% | +168.5% | +138.2% |
| 5Y | +150.5% | -75.7% | +226.2% | +172.3% |
| 10Y | +146.1% | +167.2% | -21.1% | +81.7% |
| All | +146.1% | +168.6% | -22.6% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling