+893.4%
MU vs EPAM
-78.1%
+971.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.8% | +6.5% |
| 7D | -12.0% | +9.1% | -21.1% | -13.9% |
| 30D | -28.7% | +38.5% | -67.2% | -33.1% |
| 3M | -16.4% | +61.0% | -77.4% | -24.0% |
| 6M | -1.8% | +58.0% | -59.8% | -12.3% |
| YTD | +157.1% | -23.5% | +180.5% | +170.2% |
| 1Y | +208.5% | -10.5% | +219.0% | +211.4% |
| 3Y | +906.2% | -33.8% | +940.0% | +950.1% |
| 5Y | +893.4% | -78.1% | +971.5% | +1,088.1% |
| All | +893.4% | -78.1% | +971.5% | +1,088.1% |
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