+161.8%
MS vs EPAM
-31.1%
+192.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +20.6% | -26.6% | -8.7% |
| 7D | -3.4% | +23.0% | -26.4% | -6.6% |
| 30D | -3.9% | +51.6% | -55.5% | -10.3% |
| 3M | -15.9% | +50.8% | -66.7% | -21.8% |
| 6M | -2.5% | +51.1% | -53.6% | -9.7% |
| YTD | +5.1% | -19.1% | +24.2% | +10.5% |
| 1Y | +13.0% | +3.0% | +10.0% | +12.1% |
| All | +161.8% | -31.1% | +192.9% | +153.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling