0.0%
MRVL vs EPAM
+66.7%
-66.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.2% |
| 7D | +23.1% | -1.1% | +24.3% | +22.7% |
| 30D | -38.8% | +41.8% | -80.6% | -21.9% |
| 3M | -24.2% | +63.4% | -87.6% | +6.0% |
| 6M | 0.0% | +72.2% | -72.2% | +65.7% |
| All | 0.0% | +66.7% | -66.6% | +65.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling