+134.5%
MO vs EPAM
-33.7%
+168.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.9% |
| 7D | -2.4% | +13.4% | -15.8% | -2.3% |
| 30D | +9.7% | +47.1% | -37.4% | +10.3% |
| 3M | +14.1% | +71.2% | -57.0% | +15.1% |
| 6M | +11.9% | +48.9% | -37.1% | +12.3% |
| YTD | +38.4% | -22.2% | +60.7% | +36.2% |
| 1Y | +41.9% | -5.2% | +47.1% | +40.1% |
| 3Y | +134.5% | -34.9% | +169.5% | +132.9% |
| All | +134.5% | -33.7% | +168.2% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling