+611.0%
MS vs EPAM
+180.9%
+430.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +20.6% | -26.6% | -10.9% |
| 7D | -3.4% | +23.0% | -26.4% | -9.0% |
| 30D | -3.9% | +51.6% | -55.5% | -14.3% |
| 3M | -15.9% | +50.8% | -66.7% | -25.5% |
| 6M | -2.5% | +51.1% | -53.6% | -14.7% |
| YTD | +5.1% | -19.1% | +24.2% | +7.3% |
| 1Y | +13.0% | +3.0% | +10.0% | +7.7% |
| 3Y | +160.7% | -31.2% | +191.8% | +165.8% |
| 5Y | +114.0% | -76.5% | +190.5% | +178.6% |
| All | +611.0% | +180.9% | +430.1% | +228.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling