+236.9%
MU vs EPAM
-10.0%
+246.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.8% | +12.7% | +11.6% |
| 7D | +2.0% | +18.5% | -16.5% | +11.8% |
| 30D | -18.0% | +44.0% | -62.0% | -4.0% |
| 3M | -6.6% | +63.0% | -69.6% | +14.6% |
| 6M | +2.0% | +67.3% | -65.2% | +35.4% |
| YTD | +184.5% | -20.5% | +205.0% | +292.6% |
| 1Y | +236.9% | -9.6% | +246.5% | +312.0% |
| All | +236.9% | -10.0% | +246.9% | +312.0% |
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 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