+52.3%
MSFT vs EPAM
-33.7%
+86.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.6% |
| 7D | +1.7% | +13.4% | -11.7% | -0.1% |
| 30D | +0.2% | +47.1% | -46.9% | -5.1% |
| 3M | +6.4% | +71.2% | -64.8% | -1.4% |
| 6M | +28.7% | +48.9% | -20.2% | +20.3% |
| YTD | +10.4% | -22.2% | +32.7% | +12.2% |
| 1Y | +7.6% | -5.2% | +12.8% | +6.6% |
| 3Y | +52.3% | -34.9% | +87.3% | +54.5% |
| All | +52.3% | -33.7% | +86.0% | +54.5% |
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 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