+157.0%
MKSI vs EPAM
-32.1%
+189.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.6% | +3.9% |
| 7D | +1.8% | +2.0% | -0.2% | +2.1% |
| 30D | -16.8% | +6.5% | -23.3% | -15.9% |
| 3M | -21.1% | +19.9% | -41.0% | -15.6% |
| 6M | +10.8% | -16.9% | +27.8% | +24.8% |
| YTD | +63.3% | -42.9% | +106.2% | +98.4% |
| 1Y | +157.0% | -30.4% | +187.4% | +169.2% |
| All | +157.0% | -32.1% | +189.1% | +169.2% |
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