+11.8%
MOH vs EPAM
-29.6%
+41.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | -1.3% | -4.5% | +3.2% | -1.4% |
| 30D | +3.0% | +14.6% | -11.7% | +3.3% |
| 3M | +1.2% | +23.1% | -21.9% | +1.6% |
| 6M | +41.7% | -19.5% | +61.2% | +35.7% |
| YTD | +15.4% | -44.1% | +59.5% | +12.6% |
| 1Y | +11.8% | -25.2% | +37.0% | -0.1% |
| All | +11.8% | -29.6% | +41.4% | -0.1% |
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