-70.3%
MRNA vs EPAM
-81.8%
+11.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -3.2% |
| 7D | -10.1% | -2.2% | -7.9% | -9.4% |
| 30D | +126.7% | +17.8% | +109.0% | +117.9% |
| 3M | +184.1% | +19.9% | +164.2% | +168.7% |
| 6M | +143.3% | -21.6% | +164.9% | +157.2% |
| YTD | +359.9% | -44.0% | +403.9% | +428.8% |
| 1Y | +454.2% | -30.5% | +484.7% | +496.6% |
| 3Y | +26.0% | -56.8% | +82.8% | +49.6% |
| 5Y | -70.3% | -81.7% | +11.5% | -64.3% |
| All | -70.3% | -81.8% | +11.5% | -64.3% |
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