+34.6%
MRSH vs EPAM
-75.7%
+110.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +1.4% | +2.4% | -1.0% | +1.2% |
| 30D | +16.5% | +42.3% | -25.9% | +12.1% |
| 3M | +10.8% | +60.7% | -49.9% | +5.2% |
| 6M | +32.1% | +80.5% | -48.4% | +23.5% |
| YTD | +14.5% | -20.4% | +34.8% | +14.4% |
| 1Y | +15.5% | -9.6% | +25.1% | +14.1% |
| 3Y | +9.3% | -30.5% | +39.8% | +8.5% |
| All | +34.6% | -75.7% | +110.3% | +44.5% |
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 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