+76.5%
MRK vs EPAM
-11.8%
+88.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +2.9% | +1.4% |
| 7D | +0.3% | +9.1% | -8.8% | +0.3% |
| 30D | +2.2% | +38.5% | -36.3% | +1.6% |
| 3M | +16.4% | +61.0% | -44.6% | +15.1% |
| 6M | +35.3% | +58.0% | -22.7% | +33.2% |
| YTD | +44.2% | -23.5% | +67.7% | +40.4% |
| All | +76.5% | -11.8% | +88.3% | +78.0% |
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 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