+186.6%
MU vs EPAM
-7.6%
+194.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | +0.8% |
| 7D | -15.2% | +18.8% | -34.0% | -7.0% |
| 30D | -29.5% | +44.9% | -74.5% | -17.4% |
| 3M | -15.8% | +68.6% | -84.3% | +4.4% |
| 6M | -2.9% | +65.4% | -68.3% | +29.0% |
| YTD | +154.2% | -19.9% | +174.1% | +251.8% |
| 1Y | +186.6% | -10.0% | +196.6% | +250.3% |
| All | +186.6% | -7.6% | +194.2% | +250.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling