+62.4%
MSFT vs EPAM
-75.7%
+138.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -1.3% | +2.4% | -3.7% | -1.7% |
| 30D | -1.8% | +42.3% | -44.2% | -7.9% |
| 3M | +5.6% | +60.7% | -55.0% | -3.0% |
| 6M | +29.8% | +80.5% | -50.7% | +15.8% |
| YTD | +9.0% | -20.4% | +29.4% | +10.8% |
| 1Y | +4.9% | -9.6% | +14.5% | +4.3% |
| 3Y | +46.2% | -30.5% | +76.7% | +47.0% |
| All | +62.4% | -75.7% | +138.1% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling