+198.2%
MKSI vs EPAM
-57.0%
+255.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +6.6% | -2.2% | +8.8% | +7.1% |
| 30D | -8.2% | +17.8% | -26.0% | -11.9% |
| 3M | -16.4% | +19.9% | -36.3% | -21.2% |
| 6M | +23.0% | -21.6% | +44.6% | +34.4% |
| YTD | +68.2% | -44.0% | +112.2% | +107.5% |
| 1Y | +148.6% | -30.5% | +179.1% | +174.7% |
| All | +198.2% | -57.0% | +255.2% | +263.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling