+6,028.8%
MU vs EPAM
+65.3%
+5,963.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.4% | +8.5% | +6.8% |
| 7D | +9.0% | +2.0% | +7.0% | +8.3% |
| 30D | +13.8% | +6.5% | +7.3% | +10.7% |
| 3M | +2.1% | +19.9% | -17.8% | -7.1% |
| 6M | +153.8% | -16.9% | +170.7% | +158.9% |
| YTD | +256.4% | -42.9% | +299.3% | +309.9% |
| 1Y | +719.8% | -30.4% | +750.1% | +770.6% |
| 3Y | +1,360.4% | -54.7% | +1,415.1% | +1,618.3% |
| 5Y | +1,312.4% | -81.8% | +1,394.2% | +2,060.3% |
| All | +6,028.8% | +65.3% | +5,963.5% | +2,082.0% |
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