+902.8%
MKSI vs EPAM
+734.0%
+168.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +6.6% | -2.2% | +8.8% | +7.3% |
| 30D | -8.2% | +17.8% | -26.0% | -13.7% |
| 3M | -16.4% | +19.9% | -36.3% | -24.3% |
| 6M | +23.0% | -21.6% | +44.6% | +28.2% |
| YTD | +68.2% | -44.0% | +112.2% | +94.7% |
| 1Y | +148.6% | -30.5% | +179.1% | +164.6% |
| 3Y | +196.0% | -56.8% | +252.7% | +263.2% |
| 5Y | +87.4% | -81.7% | +169.1% | +179.7% |
| 10Y | +523.8% | +68.4% | +455.4% | +343.9% |
| All | +902.8% | +734.0% | +168.7% | +445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling