+112.4%
MS vs EPAM
-77.4%
+189.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | +0.1% |
| 7D | -1.6% | +13.4% | -14.9% | -4.1% |
| 30D | -3.8% | +47.1% | -50.9% | -10.6% |
| 3M | -14.6% | +71.2% | -85.8% | -23.0% |
| 6M | -5.1% | +48.9% | -54.0% | -13.2% |
| YTD | +4.5% | -22.2% | +26.8% | +7.5% |
| 1Y | +13.5% | -5.2% | +18.7% | +12.2% |
| 3Y | +160.4% | -34.9% | +195.4% | +168.1% |
| All | +112.4% | -77.4% | +189.9% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling