+427.0%
MCK vs EPAM
+74.2%
+352.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.3% |
| 7D | -2.9% | +0.7% | -3.7% | -3.0% |
| 30D | +0.4% | +17.6% | -17.1% | -1.4% |
| 3M | +12.1% | +27.1% | -15.0% | +8.7% |
| 6M | -5.4% | -17.0% | +11.5% | -4.3% |
| YTD | +7.8% | -42.4% | +50.2% | +13.0% |
| 1Y | +22.9% | -25.3% | +48.3% | +24.8% |
| 3Y | +110.7% | -55.7% | +166.5% | +122.6% |
| 5Y | +346.2% | -81.2% | +427.4% | +424.7% |
| All | +427.0% | +74.2% | +352.8% | +207.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling