+549.3%
MRK vs EPAM
+1,040.5%
-491.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +2.9% | +1.5% |
| 7D | +0.3% | +9.1% | -8.8% | -0.7% |
| 30D | +2.2% | +38.5% | -36.3% | -0.9% |
| 3M | +16.4% | +61.0% | -44.6% | +11.3% |
| 6M | +35.3% | +58.0% | -22.7% | +28.9% |
| YTD | +44.2% | -23.5% | +67.7% | +45.7% |
| 1Y | +77.5% | -10.5% | +88.0% | +76.7% |
| 3Y | +59.2% | -33.8% | +93.1% | +59.9% |
| 5Y | +109.6% | -78.1% | +187.7% | +129.2% |
| 10Y | +229.6% | +157.7% | +71.9% | +154.6% |
| All | +549.3% | +1,040.5% | -491.2% | +374.7% |
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