+6.2%
MSFT vs EPAM
-7.6%
+13.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.9% | -2.6% |
| 7D | +2.3% | +18.8% | -16.5% | +0.5% |
| 30D | -0.4% | +44.9% | -45.3% | -5.1% |
| 3M | +5.6% | +68.6% | -63.0% | -1.9% |
| 6M | +29.0% | +65.4% | -36.5% | +18.3% |
| YTD | +10.9% | -19.9% | +30.8% | +15.4% |
| 1Y | +6.2% | -10.0% | +16.2% | +15.3% |
| All | +6.2% | -7.6% | +13.9% | +15.3% |
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