+607.1%
MS vs EPAM
+170.1%
+437.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | +0.4% |
| 7D | -1.6% | +13.4% | -14.9% | -5.4% |
| 30D | -3.8% | +47.1% | -50.9% | -13.6% |
| 3M | -14.6% | +71.2% | -85.8% | -26.6% |
| 6M | -5.1% | +48.9% | -54.0% | -16.8% |
| YTD | +4.5% | -22.2% | +26.8% | +7.7% |
| 1Y | +13.5% | -5.2% | +18.7% | +10.7% |
| 3Y | +160.4% | -34.9% | +195.4% | +169.3% |
| 5Y | +112.9% | -77.4% | +190.3% | +179.6% |
| All | +607.1% | +170.1% | +437.0% | +229.4% |
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 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