+118.8%
MRVL vs EPAM
-75.7%
+194.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.6% |
| 7D | +11.0% | +2.4% | +8.6% | +10.3% |
| 30D | -36.1% | +42.3% | -78.4% | -42.9% |
| 3M | -29.4% | +60.7% | -90.1% | -39.5% |
| 6M | -11.9% | +80.5% | -92.4% | -29.9% |
| YTD | +84.8% | -20.4% | +105.1% | +92.0% |
| 1Y | +79.4% | -9.6% | +89.0% | +77.9% |
| 3Y | +195.7% | -30.5% | +226.2% | +207.4% |
| All | +118.8% | -75.7% | +194.6% | +193.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling