+785.4%
MSCI vs EPAM
+170.1%
+615.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.1% |
| 7D | +2.8% | +13.4% | -10.6% | -2.0% |
| 30D | +15.4% | +47.1% | -31.7% | +1.1% |
| 3M | +13.4% | +71.2% | -57.8% | -5.7% |
| 6M | +10.9% | +48.9% | -38.0% | -5.1% |
| YTD | +13.0% | -22.2% | +35.2% | +17.4% |
| 1Y | +12.0% | -5.2% | +17.2% | +8.8% |
| 3Y | +34.1% | -34.9% | +69.0% | +38.0% |
| 5Y | +3.9% | -77.4% | +81.3% | +48.8% |
| All | +785.4% | +170.1% | +615.3% | +310.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling