+834.9%
MSCI vs EPAM
+158.4%
+676.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -0.7% | -1.1% | +0.5% | -0.4% |
| 30D | +16.2% | +41.8% | -25.7% | +3.0% |
| 3M | +16.1% | +63.4% | -47.2% | -1.9% |
| 6M | +12.9% | +72.2% | -59.3% | -7.7% |
| YTD | +14.8% | -20.0% | +34.9% | +18.3% |
| 1Y | +13.8% | -9.0% | +22.8% | +12.2% |
| 3Y | +31.2% | -30.4% | +61.6% | +32.0% |
| 5Y | +5.6% | -75.6% | +81.1% | +46.1% |
| All | +834.9% | +158.4% | +676.5% | +332.2% |
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 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