+30.4%
MRNA vs EPAM
-56.4%
+86.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.9% |
| 7D | -9.0% | -0.9% | -8.2% | -8.7% |
| 30D | +137.2% | +18.4% | +118.8% | +125.4% |
| 3M | +194.8% | +19.2% | +175.6% | +176.7% |
| 6M | +167.2% | -21.0% | +188.1% | +179.3% |
| YTD | +375.9% | -43.7% | +419.6% | +445.4% |
| 1Y | +465.2% | -29.9% | +495.0% | +502.3% |
| 3Y | +30.4% | -56.5% | +86.9% | +53.7% |
| All | +30.4% | -56.4% | +86.7% | +53.7% |
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