+698.6%
MKSI vs EPAM
+1,093.7%
-395.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | -0.6% |
| 7D | +4.0% | +18.8% | -14.8% | -3.1% |
| 30D | -19.3% | +44.9% | -64.2% | -30.1% |
| 3M | -26.9% | +68.6% | -95.5% | -40.6% |
| 6M | -31.7% | +65.4% | -97.1% | -46.4% |
| YTD | +33.9% | -19.9% | +53.8% | +33.9% |
| 1Y | +34.9% | -10.0% | +44.9% | +29.0% |
| 3Y | +207.2% | -30.3% | +237.5% | +212.1% |
| 5Y | +41.1% | -75.7% | +116.8% | +88.4% |
| 10Y | +361.0% | +167.2% | +193.8% | +177.9% |
| All | +698.6% | +1,093.7% | -395.1% | +275.1% |
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