+93.7%
MA vs EPAM
-77.2%
+170.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +20.6% | -23.1% | -5.6% |
| 7D | +3.2% | +23.0% | -19.8% | -0.4% |
| 30D | +15.9% | +51.6% | -35.6% | +8.2% |
| 3M | +15.2% | +50.8% | -35.7% | +7.0% |
| 6M | +32.4% | +51.1% | -18.8% | +22.3% |
| YTD | +15.6% | -19.1% | +34.8% | +17.1% |
| 1Y | +19.3% | +3.0% | +16.3% | +16.0% |
| 3Y | +73.0% | -31.2% | +104.1% | +74.2% |
| 5Y | +93.7% | -76.5% | +170.2% | +121.8% |
| All | +93.7% | -77.2% | +170.9% | +121.8% |
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