+234.6%
MTCH vs EPAM
+1,040.5%
-805.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | -6.6% | +9.1% | -15.6% | -9.6% |
| 30D | -4.4% | +38.5% | -42.8% | -13.7% |
| 3M | +6.0% | +61.0% | -55.0% | -8.7% |
| 6M | +7.4% | +58.0% | -50.6% | -8.1% |
| YTD | +24.5% | -23.5% | +47.9% | +29.9% |
| 1Y | +22.3% | -10.5% | +32.8% | +21.9% |
| 3Y | +42.4% | -33.8% | +76.2% | +46.2% |
| 5Y | -73.6% | -78.1% | +4.6% | -65.4% |
| 10Y | +148.4% | +157.7% | -9.3% | +61.1% |
| All | +234.6% | +1,040.5% | -805.9% | +66.0% |
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