+2.3%
MUB vs EPAM
-81.9%
+84.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | -0.9% | +2.0% | -2.8% | -0.9% |
| 30D | -1.4% | +6.5% | -7.9% | -1.5% |
| 3M | -2.2% | +19.9% | -22.1% | -2.3% |
| 6M | -1.9% | -16.9% | +15.1% | -1.8% |
| YTD | -0.8% | -42.9% | +42.1% | -0.4% |
| 1Y | +2.7% | -30.4% | +33.1% | +2.9% |
| 3Y | +8.6% | -54.7% | +63.3% | +9.0% |
| All | +2.3% | -81.9% | +84.2% | +3.0% |
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 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