+2,117.7%
MSCI vs EPAM
+899.0%
+1,218.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.6% |
| 7D | +11.5% | +0.8% | +10.6% | +11.1% |
| 30D | +22.1% | +24.9% | -2.9% | +14.7% |
| 3M | +18.4% | +22.6% | -4.2% | +11.0% |
| 6M | +16.6% | +24.2% | -7.6% | +8.0% |
| YTD | +18.8% | -33.0% | +51.8% | +28.8% |
| 1Y | +19.0% | -13.3% | +32.3% | +19.8% |
| 3Y | +40.7% | -42.9% | +83.7% | +50.9% |
| 5Y | +7.9% | -80.8% | +88.7% | +45.7% |
| 10Y | +848.9% | +122.5% | +726.3% | +587.2% |
| All | +2,117.7% | +899.0% | +1,218.8% | +1,278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling