+1,994.2%
MSFT vs EPAM
+751.2%
+1,243.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.3% | -1.5% |
| 7D | -2.7% | +2.0% | -4.6% | -3.1% |
| 30D | +2.7% | +6.5% | -3.8% | +0.6% |
| 3M | +17.0% | +19.9% | -3.0% | +10.6% |
| 6M | +23.8% | -16.9% | +40.8% | +27.5% |
| YTD | +4.0% | -42.9% | +46.9% | +16.2% |
| 1Y | -0.8% | -30.4% | +29.6% | +5.0% |
| 3Y | +55.6% | -54.7% | +110.3% | +75.3% |
| 5Y | +72.9% | -81.8% | +154.7% | +126.6% |
| 10Y | +875.8% | +65.5% | +810.4% | +616.7% |
| All | +1,994.2% | +751.2% | +1,243.0% | +1,154.3% |
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 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