+1,143.8%
MRNA vs EPAM
+28.1%
+1,115.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.6% | -7.6% | -7.1% |
| 7D | -4.2% | -1.1% | -3.1% | -4.1% |
| 30D | +7.0% | +41.8% | -34.9% | -4.7% |
| 3M | +263.4% | +63.4% | +200.0% | +213.3% |
| 6M | +334.3% | +72.2% | +262.1% | +265.1% |
| YTD | +684.5% | -20.0% | +704.5% | +682.6% |
| 1Y | +766.2% | -9.0% | +775.2% | +737.9% |
| 3Y | +230.3% | -30.4% | +260.7% | +230.5% |
| 5Y | +0.1% | -75.6% | +75.7% | +9.2% |
| All | +1,143.8% | +28.1% | +1,115.7% | +829.6% |
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