+131.3%
MRK vs EPAM
-81.9%
+213.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.0% | -1.3% |
| 7D | +1.3% | +2.0% | -0.6% | +1.3% |
| 30D | +17.1% | +6.5% | +10.6% | +16.9% |
| 3M | +25.9% | +19.9% | +6.0% | +25.2% |
| 6M | +26.8% | -16.9% | +43.7% | +26.9% |
| YTD | +44.9% | -42.9% | +87.8% | +46.2% |
| 1Y | +84.8% | -30.4% | +115.2% | +85.4% |
| 3Y | +50.1% | -54.7% | +104.8% | +50.6% |
| All | +131.3% | -81.9% | +213.1% | +136.6% |
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