-35.2%
MOD vs EPAM
-4.9%
-30.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.9% | +9.6% | +4.6% |
| 7D | -25.5% | +13.4% | -38.9% | -22.1% |
| 30D | -49.0% | +47.1% | -96.1% | -42.5% |
| 3M | -49.8% | +71.2% | -121.0% | -40.7% |
| 6M | -64.8% | +48.9% | -113.7% | -57.0% |
| YTD | -27.6% | -22.2% | -5.4% | -20.9% |
| 1Y | -35.2% | -5.2% | -30.0% | -41.4% |
| All | -35.2% | -4.9% | -30.3% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling