+144.8%
MS vs EPAM
-81.7%
+226.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +2.5% | -0.9% | +3.3% | +2.6% |
| 30D | 0.0% | +18.4% | -18.4% | -3.1% |
| 3M | +2.4% | +19.2% | -16.8% | -1.7% |
| 6M | +36.4% | -21.0% | +57.3% | +41.1% |
| YTD | +23.8% | -43.7% | +67.5% | +35.7% |
| 1Y | +48.6% | -29.9% | +78.5% | +55.5% |
| 3Y | +179.1% | -56.5% | +235.7% | +210.5% |
| 5Y | +144.8% | -81.7% | +226.5% | +176.7% |
| All | +144.8% | -81.7% | +226.5% | +176.7% |
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