+634.5%
MRNA vs EPAM
-10.5%
+645.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -8.2% | -4.5% | -3.8% | -7.0% |
| 30D | +125.6% | +14.6% | +110.9% | +119.5% |
| 3M | +197.1% | +23.1% | +174.0% | +181.8% |
| 6M | +148.5% | -19.5% | +167.9% | +159.0% |
| YTD | +363.3% | -44.1% | +407.4% | +422.0% |
| 1Y | +462.0% | -25.2% | +487.2% | +488.9% |
| 3Y | +26.9% | -56.8% | +83.8% | +47.0% |
| 5Y | -69.6% | -81.7% | +12.1% | -62.8% |
| All | +634.5% | -10.5% | +645.0% | +520.1% |
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 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