+886.3%
MOD vs EPAM
+168.6%
+717.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.7% | -7.6% | -3.8% |
| 7D | -17.8% | +18.8% | -36.6% | -21.3% |
| 30D | -43.2% | +44.9% | -88.2% | -48.1% |
| 3M | -46.0% | +68.6% | -114.6% | -52.5% |
| 6M | -62.2% | +65.4% | -127.7% | -67.5% |
| YTD | -22.8% | -19.9% | -2.9% | -21.5% |
| 1Y | -35.5% | -10.0% | -25.5% | -36.5% |
| 3Y | +128.2% | -30.3% | +158.5% | +131.2% |
| 5Y | +791.6% | -75.7% | +867.3% | +1,017.2% |
| 10Y | +886.3% | +167.2% | +719.1% | +453.8% |
| All | +886.3% | +168.6% | +717.7% | +453.8% |
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