+88.5%
MA vs EPAM
-75.7%
+164.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +1.3% | +2.4% | -1.1% | +0.9% |
| 30D | +9.6% | +42.3% | -32.7% | +3.2% |
| 3M | +16.8% | +60.7% | -43.9% | +7.6% |
| 6M | +35.2% | +80.5% | -45.3% | +21.3% |
| YTD | +16.6% | -20.4% | +36.9% | +18.3% |
| 1Y | +19.8% | -9.6% | +29.4% | +19.0% |
| 3Y | +70.7% | -30.5% | +101.2% | +71.6% |
| All | +88.5% | -75.7% | +164.2% | +112.1% |
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