+6.3%
MSCI vs EPAM
-77.2%
+83.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +20.6% | -23.4% | -7.1% |
| 7D | +6.0% | +23.0% | -17.0% | +0.8% |
| 30D | +18.2% | +51.6% | -33.4% | +7.2% |
| 3M | +15.1% | +50.8% | -35.7% | +3.9% |
| 6M | +13.7% | +51.1% | -37.4% | +1.9% |
| YTD | +15.6% | -19.1% | +34.7% | +17.8% |
| 1Y | +16.3% | +3.0% | +13.4% | +12.2% |
| 3Y | +36.9% | -31.2% | +68.0% | +38.2% |
| 5Y | +6.3% | -76.5% | +82.8% | +40.8% |
| All | +6.3% | -77.2% | +83.5% | +40.8% |
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