+15.5%
MRSH vs EPAM
-8.3%
+23.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +1.4% | +2.4% | -1.0% | +1.1% |
| 30D | +16.5% | +42.3% | -25.9% | +10.3% |
| 3M | +10.8% | +60.7% | -49.9% | +3.0% |
| 6M | +32.1% | +80.5% | -48.4% | +19.7% |
| YTD | +14.5% | -20.4% | +34.8% | +3.2% |
| 1Y | +15.5% | -9.6% | +25.1% | +5.8% |
| All | +15.5% | -8.3% | +23.8% | +5.8% |
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