+922.9%
MSFT vs EPAM
+168.6%
+754.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.9% | -3.4% |
| 7D | +2.3% | +18.8% | -16.5% | -3.0% |
| 30D | -0.4% | +44.9% | -45.3% | -10.7% |
| 3M | +5.6% | +68.6% | -63.0% | -9.5% |
| 6M | +29.0% | +65.4% | -36.5% | +9.4% |
| YTD | +10.9% | -19.9% | +30.8% | +13.6% |
| 1Y | +6.2% | -10.0% | +16.2% | +5.1% |
| 3Y | +47.6% | -30.3% | +77.9% | +48.2% |
| 5Y | +67.9% | -75.7% | +143.6% | +123.2% |
| 10Y | +922.9% | +167.2% | +755.7% | +346.4% |
| All | +922.9% | +168.6% | +754.2% | +346.4% |
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