+84.6%
MRK vs EPAM
-15.2%
+99.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +3.9% |
| 7D | +6.7% | +0.8% | +5.9% | +6.7% |
| 30D | +7.8% | +24.9% | -17.2% | +7.0% |
| 3M | +18.2% | +22.6% | -4.4% | +16.9% |
| 6M | +34.7% | +24.2% | +10.5% | +32.4% |
| YTD | +45.8% | -33.0% | +78.8% | +42.9% |
| 1Y | +84.6% | -13.3% | +97.9% | +84.1% |
| All | +84.6% | -15.2% | +99.8% | +84.1% |
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