+889.0%
MSFT vs EPAM
+170.1%
+718.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | 0.0% |
| 7D | +1.7% | +13.4% | -11.7% | -2.5% |
| 30D | +0.2% | +47.1% | -46.9% | -10.6% |
| 3M | +6.4% | +71.2% | -64.8% | -9.2% |
| 6M | +28.7% | +48.9% | -20.2% | +12.4% |
| YTD | +10.4% | -22.2% | +32.7% | +14.0% |
| 1Y | +7.6% | -5.2% | +12.8% | +4.8% |
| 3Y | +52.3% | -34.9% | +87.3% | +56.1% |
| 5Y | +64.5% | -77.4% | +141.9% | +125.4% |
| All | +889.0% | +170.1% | +718.9% | +335.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling