+29.9%
MCHP vs EPAM
-15.2%
+45.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.3% |
| 7D | -5.4% | +0.8% | -6.2% | -5.3% |
| 30D | -7.5% | +24.9% | -32.5% | -6.5% |
| 3M | -6.0% | +22.6% | -28.6% | -5.5% |
| 6M | -20.1% | +24.2% | -44.3% | -15.4% |
| YTD | +20.2% | -33.0% | +53.2% | +39.7% |
| 1Y | +29.9% | -13.3% | +43.2% | +36.2% |
| All | +29.9% | -15.2% | +45.1% | +36.2% |
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