+19.8%
MA vs EPAM
-8.3%
+28.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +1.3% | +2.4% | -1.1% | +1.0% |
| 30D | +9.6% | +42.3% | -32.7% | +4.8% |
| 3M | +16.8% | +60.7% | -43.9% | +9.7% |
| 6M | +35.2% | +80.5% | -45.3% | +23.4% |
| YTD | +16.6% | -20.4% | +36.9% | +15.3% |
| 1Y | +19.8% | -9.6% | +29.4% | +15.0% |
| All | +19.8% | -8.3% | +28.1% | +15.0% |
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 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