+192.2%
MCHP vs EPAM
+65.2%
+127.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | +2.8% | -0.9% | +3.6% | +3.1% |
| 30D | -12.8% | +18.4% | -31.2% | -18.4% |
| 3M | -19.2% | +19.2% | -38.4% | -26.4% |
| 6M | +14.5% | -21.0% | +35.5% | +20.9% |
| YTD | +17.1% | -43.7% | +60.8% | +39.2% |
| 1Y | +15.3% | -29.9% | +45.2% | +24.4% |
| 3Y | +0.5% | -56.5% | +57.0% | +25.5% |
| 5Y | +6.1% | -81.7% | +87.8% | +71.6% |
| 10Y | +192.2% | +64.5% | +127.7% | +39.1% |
| All | +192.2% | +65.2% | +127.0% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling