+110.6%
MCK vs EPAM
-57.1%
+167.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -4.4% | -4.5% | +0.1% | -4.3% |
| 30D | -2.2% | +14.6% | -16.8% | -2.6% |
| 3M | +11.6% | +23.1% | -11.5% | +10.6% |
| 6M | -4.9% | -19.5% | +14.5% | -5.6% |
| YTD | +7.7% | -44.1% | +51.8% | +7.2% |
| 1Y | +25.2% | -25.2% | +50.4% | +24.1% |
| All | +110.6% | -57.1% | +167.7% | +115.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling