+1,120.1%
MCK vs EPAM
+751.2%
+368.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.2% |
| 7D | +1.7% | +2.0% | -0.2% | +1.5% |
| 30D | +3.6% | +6.5% | -2.9% | +2.7% |
| 3M | +20.1% | +19.9% | +0.2% | +17.1% |
| 6M | -7.0% | -16.9% | +9.9% | -5.8% |
| YTD | +11.0% | -42.9% | +53.9% | +16.5% |
| 1Y | +31.8% | -30.4% | +62.2% | +35.0% |
| 3Y | +123.1% | -54.7% | +177.9% | +134.9% |
| 5Y | +351.7% | -81.8% | +433.5% | +414.9% |
| 10Y | +435.4% | +65.5% | +370.0% | +299.9% |
| All | +1,120.1% | +751.2% | +368.9% | +721.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling