+1,498.5%
MRVL vs EPAM
+751.2%
+747.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.4% | +9.4% | +7.8% |
| 7D | +3.2% | +2.0% | +1.2% | +2.5% |
| 30D | +5.9% | +6.5% | -0.6% | +3.0% |
| 3M | -29.3% | +19.9% | -49.3% | -35.4% |
| 6M | +186.5% | -16.9% | +203.4% | +192.0% |
| YTD | +163.4% | -42.9% | +206.3% | +201.6% |
| 1Y | +249.5% | -30.4% | +279.9% | +270.8% |
| 3Y | +289.4% | -54.7% | +344.1% | +362.7% |
| 5Y | +270.2% | -81.8% | +352.1% | +445.8% |
| 10Y | +1,748.8% | +65.5% | +1,683.4% | +1,389.8% |
| All | +1,498.5% | +751.2% | +747.3% | +850.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling