+682.5%
MRNA vs EPAM
-8.5%
+691.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.1% | -1.5% |
| 7D | +5.5% | +2.0% | +3.5% | +4.8% |
| 30D | +158.7% | +6.5% | +152.2% | +155.2% |
| 3M | +182.1% | +19.9% | +162.2% | +168.8% |
| 6M | +151.8% | -16.9% | +168.8% | +160.1% |
| YTD | +393.6% | -42.9% | +436.4% | +452.5% |
| 1Y | +499.5% | -30.4% | +529.8% | +538.1% |
| 3Y | +29.3% | -54.7% | +84.0% | +47.9% |
| 5Y | -65.1% | -81.8% | +16.7% | -57.5% |
| All | +682.5% | -8.5% | +691.0% | +556.3% |
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 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