+1,315.7%
MU vs EPAM
-81.9%
+1,397.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.4% | +8.5% | +6.5% |
| 7D | +9.0% | +2.0% | +7.0% | +8.6% |
| 30D | +13.8% | +6.5% | +7.3% | +12.1% |
| 3M | +2.1% | +19.9% | -17.8% | -3.0% |
| 6M | +153.8% | -16.9% | +170.7% | +160.6% |
| YTD | +256.4% | -42.9% | +299.3% | +297.6% |
| 1Y | +719.8% | -30.4% | +750.1% | +766.6% |
| 3Y | +1,360.4% | -54.7% | +1,415.1% | +1,549.2% |
| All | +1,315.7% | -81.9% | +1,397.6% | +1,666.2% |
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 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