+1,402.0%
MS vs EPAM
+751.2%
+650.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.6% |
| 6M | +31.3% | -16.9% | +48.3% | +35.1% |
| YTD | +24.7% | -42.9% | +67.5% | +39.9% |
| 1Y | +47.9% | -30.4% | +78.3% | +56.7% |
| 3Y | +178.3% | -54.7% | +233.1% | +218.1% |
| 5Y | +144.9% | -81.8% | +226.7% | +222.5% |
| 10Y | +804.5% | +65.5% | +739.1% | +490.7% |
| All | +1,402.0% | +751.2% | +650.8% | +517.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling