+4.9%
MSFT vs EPAM
-8.3%
+13.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -1.3% | +2.4% | -3.7% | -1.5% |
| 30D | -1.8% | +42.3% | -44.2% | -6.3% |
| 3M | +5.6% | +60.7% | -55.0% | -1.1% |
| 6M | +29.8% | +80.5% | -50.7% | +17.3% |
| YTD | +9.0% | -20.4% | +29.4% | +13.6% |
| 1Y | +4.9% | -9.6% | +14.5% | +15.5% |
| All | +4.9% | -8.3% | +13.3% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling