+234.3%
MRK vs EPAM
+65.2%
+169.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -1.1% |
| 7D | -0.9% | -0.9% | 0.0% | -0.9% |
| 30D | +15.5% | +18.4% | -2.9% | +13.8% |
| 3M | +25.1% | +19.2% | +5.9% | +22.8% |
| 6M | +30.1% | -21.0% | +51.0% | +32.0% |
| YTD | +43.1% | -43.7% | +86.8% | +49.1% |
| 1Y | +82.5% | -29.9% | +112.3% | +85.9% |
| 3Y | +49.3% | -56.5% | +105.9% | +56.1% |
| 5Y | +130.3% | -81.7% | +211.9% | +160.8% |
| 10Y | +234.3% | +64.5% | +169.8% | +148.0% |
| All | +234.3% | +65.2% | +169.1% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling