+366.2%
MULL vs EPAM
-10.0%
+376.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | -0.8% | +24.8% | +23.4% |
| 7D | -2.5% | +18.5% | -21.1% | +21.3% |
| 30D | -40.1% | +44.0% | -84.1% | -14.7% |
| 3M | -28.2% | +63.0% | -91.2% | +12.6% |
| 6M | -39.6% | +67.3% | -106.8% | +14.2% |
| YTD | +262.6% | -20.5% | +283.2% | +640.9% |
| 1Y | +366.2% | -9.6% | +375.8% | +650.2% |
| All | +366.2% | -10.0% | +376.2% | +650.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling