-39.7%
MOH vs EPAM
-57.0%
+17.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -4.2% | -2.2% | -2.0% | -4.1% |
| 30D | -2.4% | +17.8% | -20.1% | -2.9% |
| 3M | -4.4% | +19.9% | -24.3% | -5.2% |
| 6M | +32.9% | -21.6% | +54.5% | +32.9% |
| YTD | +11.9% | -44.0% | +55.9% | +13.9% |
| 1Y | +6.9% | -30.5% | +37.4% | +6.7% |
| All | -39.7% | -57.0% | +17.3% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling