+465.2%
MCHP vs EPAM
+751.2%
-286.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.2% |
| 7D | +1.7% | +2.0% | -0.3% | +1.0% |
| 30D | -4.1% | +6.5% | -10.6% | -6.5% |
| 3M | -22.5% | +19.9% | -42.4% | -28.7% |
| 6M | +7.3% | -16.9% | +24.2% | +10.3% |
| YTD | +18.4% | -42.9% | +61.3% | +36.6% |
| 1Y | +18.1% | -30.4% | +48.5% | +26.6% |
| 3Y | -2.8% | -54.7% | +51.9% | +16.4% |
| 5Y | +5.5% | -81.8% | +87.3% | +54.3% |
| 10Y | +185.8% | +65.5% | +120.4% | +110.3% |
| All | +465.2% | +751.2% | -286.0% | +238.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling