+49.3%
MOH vs EPAM
-15.2%
+64.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.6% | +9.5% | +8.9% |
| 7D | +14.3% | +0.8% | +13.5% | +14.3% |
| 30D | +16.7% | +24.9% | -8.2% | +17.9% |
| 3M | +18.3% | +22.6% | -4.3% | +19.7% |
| 6M | +15.8% | +24.2% | -8.4% | +14.6% |
| YTD | +30.5% | -33.0% | +63.4% | +23.0% |
| 1Y | +49.3% | -13.3% | +62.6% | +45.8% |
| All | +49.3% | -15.2% | +64.5% | +45.8% |
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 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