+254.9%
MOH vs EPAM
+69.2%
+185.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | -1.3% | -4.5% | +3.2% | -0.7% |
| 30D | +3.0% | +14.6% | -11.7% | +0.9% |
| 3M | +1.2% | +23.1% | -21.9% | -2.3% |
| 6M | +41.7% | -19.5% | +61.2% | +44.6% |
| YTD | +15.4% | -44.1% | +59.5% | +23.2% |
| 1Y | +11.8% | -25.2% | +37.0% | +13.7% |
| 3Y | -37.5% | -56.8% | +19.3% | -32.7% |
| 5Y | -20.6% | -81.7% | +61.1% | -3.0% |
| All | +254.9% | +69.2% | +185.7% | +142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling