+706.8%
MKSI vs EPAM
+1,086.5%
-379.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | +12.2% | +2.4% | +9.7% | +11.2% |
| 30D | -8.0% | +42.3% | -50.4% | -19.9% |
| 3M | -29.5% | +60.7% | -90.2% | -41.8% |
| 6M | -31.9% | +80.5% | -112.4% | -48.2% |
| YTD | +35.3% | -20.4% | +55.7% | +35.5% |
| 1Y | +50.3% | -9.6% | +59.9% | +43.4% |
| 3Y | +216.4% | -30.5% | +246.9% | +221.6% |
| 5Y | +34.4% | -75.7% | +110.1% | +79.4% |
| 10Y | +348.6% | +160.1% | +188.5% | +172.0% |
| All | +706.8% | +1,086.5% | -379.8% | +279.5% |
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 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