+83.1%
MKSI vs EPAM
-82.0%
+165.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +4.9% | -4.5% | +9.4% | +6.1% |
| 30D | -11.0% | +14.6% | -25.6% | -14.5% |
| 3M | -17.1% | +23.1% | -40.2% | -23.8% |
| 6M | +16.4% | -19.5% | +35.9% | +21.1% |
| YTD | +64.3% | -44.1% | +108.4% | +89.6% |
| 1Y | +137.7% | -25.2% | +162.9% | +148.1% |
| 3Y | +189.1% | -56.8% | +245.9% | +247.1% |
| 5Y | +83.1% | -81.7% | +164.9% | +160.0% |
| All | +83.1% | -82.0% | +165.1% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling