+553.5%
MO vs EPAM
+1,058.6%
-505.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.7% |
| 7D | -2.4% | +13.4% | -15.8% | -3.3% |
| 30D | +9.7% | +47.1% | -37.4% | +7.1% |
| 3M | +14.1% | +71.2% | -57.0% | +10.4% |
| 6M | +11.9% | +48.9% | -37.1% | +8.8% |
| YTD | +38.4% | -22.2% | +60.7% | +39.2% |
| 1Y | +41.9% | -5.2% | +47.1% | +40.9% |
| 3Y | +134.5% | -34.9% | +169.5% | +135.6% |
| 5Y | +147.3% | -77.4% | +224.7% | +163.8% |
| 10Y | +135.2% | +158.1% | -22.8% | +95.0% |
| All | +553.5% | +1,058.6% | -505.1% | +414.7% |
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 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