+124.3%
MOD vs EPAM
-31.1%
+155.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +20.6% | -27.9% | -7.4% |
| 7D | -34.2% | +23.0% | -57.2% | -34.3% |
| 30D | -51.9% | +51.6% | -103.5% | -52.4% |
| 3M | -53.0% | +50.8% | -103.9% | -53.6% |
| 6M | -66.4% | +51.1% | -117.5% | -66.3% |
| YTD | -31.5% | -19.1% | -12.4% | -24.1% |
| 1Y | -39.6% | +3.0% | -42.5% | -37.2% |
| All | +124.3% | -31.1% | +155.4% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling