-25.0%
MOH vs EPAM
-81.8%
+56.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.3% |
| 3M | -4.4% | +19.9% | -24.3% | -5.6% |
| 6M | +32.9% | -21.6% | +54.5% | +34.0% |
| YTD | +11.9% | -44.0% | +55.9% | +14.9% |
| 1Y | +6.9% | -30.5% | +37.4% | +8.0% |
| 3Y | -39.4% | -56.8% | +17.4% | -37.8% |
| 5Y | -25.0% | -81.7% | +56.7% | -14.9% |
| All | -25.0% | -81.8% | +56.8% | -14.9% |
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