+550.8%
MO vs EPAM
+1,040.5%
-489.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -1.8% | +9.1% | -10.8% | -2.4% |
| 30D | +5.8% | +38.5% | -32.7% | +3.6% |
| 3M | +12.7% | +61.0% | -48.3% | +9.4% |
| 6M | +14.8% | +58.0% | -43.3% | +11.2% |
| YTD | +37.8% | -23.5% | +61.3% | +38.8% |
| 1Y | +39.5% | -10.5% | +50.0% | +38.9% |
| 3Y | +136.1% | -33.8% | +169.9% | +136.8% |
| 5Y | +148.5% | -78.1% | +226.7% | +165.9% |
| 10Y | +135.5% | +157.7% | -22.2% | +95.2% |
| All | +550.8% | +1,040.5% | -489.7% | +413.0% |
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