+1,804.5%
MRVL vs EPAM
+66.7%
+1,737.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.4% | +9.4% | +7.9% |
| 7D | +3.2% | +2.0% | +1.2% | +2.4% |
| 30D | +5.9% | +6.5% | -0.6% | +2.5% |
| 3M | -29.3% | +19.9% | -49.3% | -36.4% |
| 6M | +186.5% | -16.9% | +203.4% | +193.4% |
| YTD | +163.4% | -42.9% | +206.3% | +209.8% |
| 1Y | +249.5% | -30.4% | +279.9% | +274.8% |
| 3Y | +289.4% | -54.7% | +344.1% | +376.6% |
| 5Y | +270.2% | -81.8% | +352.1% | +515.5% |
| All | +1,804.5% | +66.7% | +1,737.8% | +917.9% |
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