+546.2%
MRK vs EPAM
+1,093.7%
-547.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.1% | -0.9% |
| 7D | +2.3% | +18.8% | -16.5% | +0.6% |
| 30D | +1.7% | +44.9% | -43.3% | -1.8% |
| 3M | +13.8% | +68.6% | -54.8% | +8.3% |
| 6M | +34.7% | +65.4% | -30.7% | +27.8% |
| YTD | +43.6% | -19.9% | +63.4% | +44.5% |
| 1Y | +75.7% | -10.0% | +85.7% | +74.9% |
| 3Y | +60.0% | -30.3% | +90.3% | +60.0% |
| 5Y | +105.4% | -75.7% | +181.0% | +121.7% |
| 10Y | +224.1% | +167.2% | +56.9% | +149.6% |
| All | +546.2% | +1,093.7% | -547.5% | +370.5% |
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