+289.8%
MRVL vs EPAM
-54.6%
+344.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.4% | +9.4% | +7.4% |
| 7D | +3.2% | +2.0% | +1.2% | +2.8% |
| 30D | +5.9% | +6.5% | -0.6% | +4.3% |
| 3M | -29.3% | +19.9% | -49.3% | -32.1% |
| 6M | +186.5% | -16.9% | +203.4% | +206.2% |
| YTD | +163.4% | -42.9% | +206.3% | +218.5% |
| 1Y | +249.5% | -30.4% | +279.9% | +288.3% |
| All | +289.8% | -54.6% | +344.4% | +368.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling