+15.7%
MCHP vs EPAM
-30.2%
+45.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +0.3% | -2.2% | +2.5% | +0.3% |
| 30D | -9.8% | +17.8% | -27.5% | -9.6% |
| 3M | -19.7% | +19.9% | -39.6% | -17.7% |
| 6M | +13.6% | -21.6% | +35.2% | +23.5% |
| YTD | +16.5% | -44.0% | +60.6% | +37.7% |
| 1Y | +15.7% | -30.5% | +46.2% | +24.9% |
| All | +15.7% | -30.2% | +45.9% | +24.9% |
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