+3.8%
MSCI vs EPAM
-77.4%
+81.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.5% |
| 7D | +2.8% | +13.4% | -10.6% | -0.5% |
| 30D | +15.4% | +47.1% | -31.7% | +5.3% |
| 3M | +13.4% | +71.2% | -57.8% | -0.2% |
| 6M | +10.9% | +48.9% | -38.0% | -0.4% |
| YTD | +13.0% | -22.2% | +35.2% | +16.1% |
| 1Y | +12.0% | -5.2% | +17.2% | +10.0% |
| 3Y | +34.1% | -34.9% | +69.0% | +37.1% |
| All | +3.8% | -77.4% | +81.3% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling