+53.8%
MSFT vs EPAM
-31.1%
+84.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +20.6% | -24.2% | -5.9% |
| 7D | +1.1% | +23.0% | -21.9% | -1.6% |
| 30D | +1.3% | +51.6% | -50.3% | -4.4% |
| 3M | +10.2% | +50.8% | -40.7% | +3.7% |
| 6M | +30.8% | +51.1% | -20.3% | +22.2% |
| YTD | +11.5% | -19.1% | +30.6% | +12.9% |
| 1Y | +6.5% | +3.0% | +3.6% | +4.4% |
| All | +53.8% | -31.1% | +84.9% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling