+177.9%
MRVL vs EPAM
-33.7%
+211.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.9% | +9.6% | +5.9% |
| 7D | -28.1% | +13.4% | -41.5% | -28.8% |
| 30D | -50.4% | +47.1% | -97.5% | -52.6% |
| 3M | -32.9% | +71.2% | -104.1% | -37.7% |
| 6M | -17.9% | +48.9% | -66.9% | -22.5% |
| YTD | +66.4% | -22.2% | +88.7% | +93.7% |
| 1Y | +51.5% | -5.2% | +56.7% | +63.0% |
| 3Y | +177.9% | -34.9% | +212.8% | +214.9% |
| All | +177.9% | -33.7% | +211.6% | +214.9% |
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 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