+713.8%
MOD vs EPAM
-77.2%
+791.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +20.6% | -27.9% | -9.9% |
| 7D | -34.2% | +23.0% | -57.2% | -36.2% |
| 30D | -51.9% | +51.6% | -103.5% | -54.9% |
| 3M | -53.0% | +50.8% | -103.9% | -56.1% |
| 6M | -66.4% | +51.1% | -117.5% | -68.9% |
| YTD | -31.5% | -19.1% | -12.4% | -29.3% |
| 1Y | -39.6% | +3.0% | -42.5% | -40.9% |
| 3Y | +116.8% | -31.2% | +148.0% | +123.9% |
| 5Y | +713.8% | -76.5% | +790.3% | +776.2% |
| All | +713.8% | -77.2% | +791.0% | +776.2% |
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