+518.1%
MOH vs EPAM
+1,086.5%
-568.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.2% | +2.4% | -2.2% | -0.1% |
| 30D | +0.1% | +42.3% | -42.2% | -5.1% |
| 3M | +1.8% | +60.7% | -58.8% | -5.4% |
| 6M | +9.1% | +80.5% | -71.4% | -1.0% |
| YTD | +20.7% | -20.4% | +41.1% | +22.0% |
| 1Y | +51.3% | -9.6% | +60.9% | +49.7% |
| 3Y | -42.0% | -30.5% | -11.5% | -42.0% |
| 5Y | -33.1% | -75.7% | +42.6% | -24.0% |
| 10Y | +340.8% | +160.1% | +180.7% | +195.8% |
| All | +518.1% | +1,086.5% | -568.4% | +301.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling