+852.0%
MOD vs EPAM
+180.9%
+671.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +20.6% | -27.9% | -11.4% |
| 7D | -34.2% | +23.0% | -57.2% | -37.4% |
| 30D | -51.9% | +51.6% | -103.5% | -56.4% |
| 3M | -53.0% | +50.8% | -103.9% | -57.7% |
| 6M | -66.4% | +51.1% | -117.5% | -70.3% |
| YTD | -31.5% | -19.1% | -12.4% | -30.5% |
| 1Y | -39.6% | +3.0% | -42.5% | -42.6% |
| 3Y | +116.8% | -31.2% | +148.0% | +120.7% |
| 5Y | +713.8% | -76.5% | +790.3% | +936.7% |
| All | +852.0% | +180.9% | +671.0% | +428.4% |
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