+26.9%
MKSI vs EPAM
+4.5%
+22.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +20.6% | -29.9% | -3.4% |
| 7D | -18.2% | +23.0% | -41.2% | -12.3% |
| 30D | -37.2% | +51.6% | -88.8% | -29.1% |
| 3M | -43.5% | +50.8% | -94.3% | -36.1% |
| 6M | -38.4% | +51.1% | -89.6% | -24.4% |
| YTD | +10.9% | -19.1% | +30.1% | +42.5% |
| 1Y | +26.9% | +3.0% | +23.9% | +21.6% |
| All | +26.9% | +4.5% | +22.4% | +21.6% |
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