+4,407.5%
MU vs EPAM
+157.4%
+4,250.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +12.8% | +2.4% | +10.4% | +11.9% |
| 30D | -14.9% | +42.3% | -57.2% | -25.2% |
| 3M | -18.0% | +60.7% | -78.7% | -31.2% |
| 6M | -3.1% | +80.5% | -83.6% | -25.1% |
| YTD | +172.9% | -20.4% | +193.3% | +176.2% |
| 1Y | +228.8% | -9.6% | +238.4% | +217.0% |
| 3Y | +950.8% | -30.5% | +981.3% | +950.9% |
| 5Y | +931.3% | -75.7% | +1,007.0% | +1,341.5% |
| All | +4,407.5% | +157.4% | +4,250.1% | +1,170.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling