+8,140.3%
MU vs EPAM
+1,105.1%
+7,035.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +20.6% | -38.1% | -23.4% |
| 7D | -29.7% | +23.0% | -52.8% | -35.3% |
| 30D | -37.2% | +51.6% | -88.8% | -46.0% |
| 3M | -26.5% | +50.8% | -77.3% | -37.4% |
| 6M | +2.6% | +51.1% | -48.6% | -15.9% |
| YTD | +130.1% | -19.1% | +149.3% | +129.4% |
| 1Y | +176.7% | +3.0% | +173.7% | +152.5% |
| 3Y | +813.1% | -31.2% | +844.3% | +810.8% |
| 5Y | +822.0% | -76.5% | +898.5% | +1,114.0% |
| 10Y | +3,936.2% | +168.4% | +3,767.7% | +1,815.2% |
| All | +8,140.3% | +1,105.1% | +7,035.2% | +2,627.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling