+514.9%
MKSI vs EPAM
+74.2%
+440.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.9% | +0.9% |
| 7D | +2.7% | +0.7% | +1.9% | +2.4% |
| 30D | -12.8% | +17.6% | -30.4% | -18.6% |
| 3M | -22.5% | +27.1% | -49.6% | -32.5% |
| 6M | +19.4% | -17.0% | +36.3% | +22.6% |
| YTD | +67.7% | -42.4% | +110.2% | +97.2% |
| 1Y | +131.4% | -25.3% | +156.7% | +141.6% |
| 3Y | +197.3% | -55.7% | +253.1% | +273.1% |
| 5Y | +87.0% | -81.2% | +168.2% | +208.9% |
| All | +514.9% | +74.2% | +440.7% | +136.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling