+359.8%
MCHP vs EPAM
+1,093.7%
-734.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.7% | -6.6% | -3.3% |
| 7D | -22.6% | +18.8% | -41.4% | -27.8% |
| 30D | -20.1% | +44.9% | -65.1% | -30.5% |
| 3M | -25.4% | +68.6% | -94.0% | -38.6% |
| 6M | -38.4% | +65.4% | -103.9% | -50.5% |
| YTD | -3.7% | -19.9% | +16.2% | -2.6% |
| 1Y | +11.7% | -10.0% | +21.7% | +8.5% |
| 3Y | -16.1% | -30.3% | +14.2% | -14.7% |
| 5Y | -16.9% | -75.7% | +58.8% | +8.8% |
| 10Y | +133.4% | +167.2% | -33.8% | +46.7% |
| All | +359.8% | +1,093.7% | -734.0% | +140.9% |
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 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