+62.1%
MSTR vs EPAM
-77.2%
+139.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +20.6% | -29.9% | -17.4% |
| 7D | -8.7% | +23.0% | -31.7% | -17.9% |
| 30D | -21.4% | +51.6% | -73.0% | -35.4% |
| 3M | +31.4% | +50.8% | -19.4% | +7.6% |
| 6M | -30.8% | +51.1% | -81.9% | -44.5% |
| YTD | -14.9% | -19.1% | +4.2% | -11.3% |
| 1Y | -49.3% | +3.0% | -52.3% | -52.7% |
| 3Y | +184.8% | -31.2% | +216.0% | +195.3% |
| 5Y | +62.1% | -76.5% | +138.6% | +157.1% |
| All | +62.1% | -77.2% | +139.3% | +157.1% |
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