+22.9%
MCK vs EPAM
-24.0%
+46.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.1% |
| 7D | -2.9% | +0.7% | -3.7% | -3.0% |
| 30D | +0.4% | +17.6% | -17.1% | -0.4% |
| 3M | +12.1% | +27.1% | -15.0% | +10.1% |
| 6M | -5.4% | -17.0% | +11.5% | -8.2% |
| YTD | +7.8% | -42.4% | +50.2% | +3.4% |
| 1Y | +22.9% | -25.3% | +48.3% | +19.7% |
| All | +22.9% | -24.0% | +46.9% | +19.7% |
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