+10.0%
MSCI vs EPAM
-54.6%
+64.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | +0.4% | +2.0% | -1.6% | +0.1% |
| 30D | +0.6% | +6.5% | -6.0% | -0.8% |
| 3M | -7.1% | +19.9% | -27.0% | -10.7% |
| 6M | +0.8% | -16.9% | +17.8% | +2.6% |
| YTD | +1.0% | -42.9% | +43.9% | +8.6% |
| 1Y | +4.3% | -30.4% | +34.7% | +8.5% |
| All | +10.0% | -54.6% | +64.6% | +15.0% |
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