+347.1%
MCK vs EPAM
-81.8%
+428.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -3.6% | -2.2% | -1.4% | -3.5% |
| 30D | +1.4% | +17.8% | -16.3% | +1.1% |
| 3M | +13.8% | +19.9% | -6.1% | +13.2% |
| 6M | -5.2% | -21.6% | +16.4% | -5.2% |
| YTD | +9.0% | -44.0% | +53.1% | +9.5% |
| 1Y | +26.9% | -30.5% | +57.4% | +26.9% |
| 3Y | +114.7% | -56.8% | +171.5% | +115.7% |
| 5Y | +347.1% | -81.7% | +428.8% | +367.7% |
| All | +347.1% | -81.8% | +428.9% | +367.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling