+808.5%
MS vs EPAM
+65.3%
+743.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +0.9% |
| 7D | +1.4% | +2.0% | -0.6% | +0.9% |
| 30D | -0.3% | +6.5% | -6.8% | -2.3% |
| 3M | +0.3% | +19.9% | -19.6% | -5.7% |
| 6M | +31.3% | -16.9% | +48.3% | +35.4% |
| YTD | +24.7% | -42.9% | +67.5% | +40.6% |
| 1Y | +47.9% | -30.4% | +78.3% | +57.1% |
| 3Y | +178.3% | -54.7% | +233.1% | +219.7% |
| 5Y | +144.9% | -81.8% | +226.7% | +235.9% |
| All | +808.5% | +65.3% | +743.2% | +390.9% |
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