+137.4%
MCK vs EPAM
-30.1%
+167.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +4.0% | +2.4% | +1.5% | +3.8% |
| 30D | +12.9% | +42.3% | -29.4% | +11.0% |
| 3M | +28.9% | +60.7% | -31.8% | +26.1% |
| 6M | +49.9% | +80.5% | -30.6% | +45.9% |
| YTD | +34.8% | -20.4% | +55.2% | +32.0% |
| 1Y | +30.8% | -9.6% | +40.4% | +27.8% |
| 3Y | +137.4% | -30.5% | +167.9% | +157.0% |
| All | +137.4% | -30.1% | +167.5% | +157.0% |
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