+1,530.3%
MOD vs EPAM
-81.9%
+1,612.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +4.6% |
| 7D | +9.6% | +2.0% | +7.6% | +9.3% |
| 30D | 0.0% | +6.5% | -6.5% | -1.2% |
| 3M | -35.4% | +19.9% | -55.3% | -37.8% |
| 6M | -7.3% | -16.9% | +9.7% | -5.0% |
| YTD | +45.8% | -42.9% | +88.7% | +58.8% |
| 1Y | +43.1% | -30.4% | +73.5% | +48.7% |
| 3Y | +297.7% | -54.7% | +352.4% | +339.4% |
| All | +1,530.3% | -81.9% | +1,612.2% | +1,710.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling