+2,146.1%
MSFT vs EPAM
+1,105.1%
+1,041.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +20.6% | -24.2% | -8.3% |
| 7D | +1.1% | +23.0% | -21.9% | -4.5% |
| 30D | +1.3% | +51.6% | -50.3% | -9.1% |
| 3M | +10.2% | +50.8% | -40.7% | -1.8% |
| 6M | +30.8% | +51.1% | -20.3% | +15.6% |
| YTD | +11.5% | -19.1% | +30.6% | +13.5% |
| 1Y | +6.5% | +3.0% | +3.6% | +2.0% |
| 3Y | +55.5% | -31.2% | +86.6% | +56.9% |
| 5Y | +66.2% | -76.5% | +142.7% | +104.6% |
| 10Y | +928.0% | +168.4% | +759.6% | +573.9% |
| All | +2,146.1% | +1,105.1% | +1,041.0% | +1,125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling