+114.0%
MS vs EPAM
-77.2%
+191.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +20.6% | -26.6% | -9.3% |
| 7D | -3.4% | +23.0% | -26.4% | -7.2% |
| 30D | -3.9% | +51.6% | -55.5% | -11.2% |
| 3M | -15.9% | +50.8% | -66.7% | -22.6% |
| 6M | -2.5% | +51.1% | -53.6% | -10.9% |
| YTD | +5.1% | -19.1% | +24.2% | +7.4% |
| 1Y | +13.0% | +3.0% | +10.0% | +10.0% |
| 3Y | +160.7% | -31.2% | +191.8% | +165.8% |
| 5Y | +114.0% | -76.5% | +190.5% | +130.7% |
| All | +114.0% | -77.2% | +191.2% | +130.7% |
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