+1,204.0%
MRVL vs EPAM
+163.7%
+1,040.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.6% | +11.1% | +10.0% |
| 7D | -9.8% | +9.1% | -18.9% | -14.4% |
| 30D | -43.8% | +38.5% | -82.3% | -51.3% |
| 3M | -29.3% | +61.0% | -90.3% | -42.5% |
| 6M | -9.1% | +58.0% | -67.1% | -29.3% |
| YTD | +82.2% | -23.5% | +105.7% | +86.8% |
| 1Y | +70.3% | -10.5% | +80.9% | +63.3% |
| 3Y | +197.0% | -33.8% | +230.8% | +205.9% |
| 5Y | +115.8% | -78.1% | +193.9% | +233.8% |
| 10Y | +1,204.0% | +157.7% | +1,046.3% | +472.6% |
| All | +1,204.0% | +163.7% | +1,040.3% | +472.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling