+92.3%
MA vs EPAM
-77.4%
+169.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.1% |
| 7D | +2.3% | +13.4% | -11.1% | 0.0% |
| 30D | +14.7% | +47.1% | -32.4% | +7.5% |
| 3M | +13.5% | +71.2% | -57.7% | +3.6% |
| 6M | +33.1% | +48.9% | -15.8% | +23.2% |
| YTD | +15.1% | -22.2% | +37.3% | +17.2% |
| 1Y | +18.7% | -5.2% | +23.9% | +17.0% |
| 3Y | +72.1% | -34.9% | +107.0% | +74.9% |
| All | +92.3% | -77.4% | +169.8% | +123.6% |
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