+53.3%
MSFT vs EPAM
-54.6%
+107.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.3% | -1.7% |
| 7D | -2.7% | +2.0% | -4.6% | -3.0% |
| 30D | +2.7% | +6.5% | -3.8% | +1.5% |
| 3M | +17.0% | +19.9% | -3.0% | +12.9% |
| 6M | +23.8% | -16.9% | +40.8% | +25.7% |
| YTD | +4.0% | -42.9% | +46.9% | +10.6% |
| 1Y | -0.8% | -30.4% | +29.6% | +2.6% |
| All | +53.3% | -54.6% | +107.9% | +63.7% |
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