+111.2%
MO vs EPAM
+63.0%
+48.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -2.4% | -2.2% | -0.3% | -2.3% |
| 30D | +3.6% | +17.8% | -14.2% | +2.6% |
| 3M | -3.7% | +19.9% | -23.6% | -4.9% |
| 6M | +4.5% | -21.6% | +26.1% | +5.5% |
| YTD | +21.5% | -44.0% | +65.5% | +24.7% |
| 1Y | +9.5% | -30.5% | +40.0% | +10.7% |
| 3Y | +93.6% | -56.8% | +150.4% | +99.6% |
| 5Y | +97.5% | -81.7% | +179.2% | +115.8% |
| 10Y | +111.2% | +68.4% | +42.7% | +63.6% |
| All | +111.2% | +63.0% | +48.1% | +63.6% |
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 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