+66.1%
MRVL vs EPAM
-11.8%
+77.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.6% | +11.1% | +9.0% |
| 7D | -9.8% | +9.1% | -18.9% | -5.2% |
| 30D | -43.8% | +38.5% | -82.3% | -37.3% |
| 3M | -29.3% | +61.0% | -90.3% | -18.2% |
| 6M | -9.1% | +58.0% | -67.1% | +10.2% |
| YTD | +82.2% | -23.5% | +105.7% | +153.7% |
| All | +66.1% | -11.8% | +77.9% | +78.5% |
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 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