+568.4%
MA vs EPAM
+168.6%
+399.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -0.7% |
| 7D | +1.8% | +18.8% | -17.0% | -3.1% |
| 30D | +11.8% | +44.9% | -33.1% | +1.1% |
| 3M | +17.2% | +68.6% | -51.4% | +1.5% |
| 6M | +33.4% | +65.4% | -32.0% | +14.5% |
| YTD | +16.1% | -19.9% | +36.0% | +18.7% |
| 1Y | +19.9% | -10.0% | +29.9% | +18.7% |
| 3Y | +70.1% | -30.3% | +100.3% | +71.2% |
| 5Y | +89.6% | -75.7% | +165.3% | +145.7% |
| 10Y | +568.4% | +167.2% | +401.2% | +179.7% |
| All | +568.4% | +168.6% | +399.8% | +179.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling