+34.1%
MSCI vs EPAM
-33.7%
+67.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.7% |
| 7D | +2.8% | +13.4% | -10.6% | +0.5% |
| 30D | +15.4% | +47.1% | -31.7% | +8.0% |
| 3M | +13.4% | +71.2% | -57.8% | +3.4% |
| 6M | +10.9% | +48.9% | -38.0% | +2.4% |
| YTD | +13.0% | -22.2% | +35.2% | +14.3% |
| 1Y | +12.0% | -5.2% | +17.2% | +10.2% |
| 3Y | +34.1% | -34.9% | +69.0% | +29.7% |
| All | +34.1% | -33.7% | +67.8% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling