+218.5%
MRVL vs EPAM
-30.2%
+248.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.8% | +10.1% | +9.4% |
| 7D | +5.6% | +18.5% | -12.9% | +4.2% |
| 30D | -36.5% | +44.0% | -80.5% | -39.1% |
| 3M | -20.5% | +63.0% | -83.5% | -25.5% |
| 6M | -1.1% | +67.3% | -68.4% | -9.6% |
| YTD | +99.0% | -20.5% | +119.5% | +131.5% |
| 1Y | +89.3% | -9.6% | +98.9% | +109.2% |
| All | +218.5% | -30.2% | +248.7% | +217.5% |
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 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