+11.7%
BABA vs EPAM
+157.4%
-145.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -13.8% | +2.4% | -16.2% | -14.4% |
| 30D | -15.1% | +42.3% | -57.4% | -23.6% |
| 3M | -22.7% | +60.7% | -83.4% | -33.2% |
| 6M | -34.7% | +80.5% | -115.2% | -46.3% |
| YTD | -35.0% | -20.4% | -14.7% | -33.2% |
| 1Y | -40.4% | -9.6% | -30.8% | -41.1% |
| 3Y | +21.9% | -30.5% | +52.4% | +22.7% |
| 5Y | -39.9% | -75.7% | +35.8% | -23.7% |
| All | +11.7% | +157.4% | -145.7% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling