+521.8%
MA vs EPAM
+65.3%
+456.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.5% |
| 7D | -2.7% | +2.0% | -4.7% | -3.2% |
| 30D | +1.5% | +6.5% | -5.0% | -0.7% |
| 3M | +20.4% | +19.9% | +0.5% | +13.5% |
| 6M | +11.1% | -16.9% | +28.1% | +14.6% |
| YTD | +2.0% | -42.9% | +44.8% | +14.6% |
| 1Y | -2.2% | -30.4% | +28.2% | +3.8% |
| 3Y | +41.9% | -54.7% | +96.6% | +61.0% |
| 5Y | +75.4% | -81.8% | +157.2% | +141.7% |
| All | +521.8% | +65.3% | +456.5% | +214.0% |
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 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