+120.4%
MSTR vs EPAM
-81.9%
+202.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.4% |
| 7D | +12.2% | +2.0% | +10.2% | +11.5% |
| 30D | +45.2% | +6.5% | +38.6% | +40.9% |
| 3M | +10.4% | +19.9% | -9.5% | +0.6% |
| 6M | -2.5% | -16.9% | +14.4% | +3.1% |
| YTD | -6.0% | -42.9% | +36.9% | +16.1% |
| 1Y | -56.4% | -30.4% | -26.0% | -50.9% |
| 3Y | +306.3% | -54.7% | +361.0% | +414.8% |
| All | +120.4% | -81.9% | +202.3% | +298.4% |
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