+17.1%
BABA vs EPAM
+170.1%
-153.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.1% | +2.3% |
| 7D | +11.6% | +13.4% | -1.7% | +7.3% |
| 30D | +2.3% | +47.1% | -44.8% | -8.8% |
| 3M | -13.7% | +71.2% | -84.9% | -26.7% |
| 6M | -21.9% | +48.9% | -70.8% | -32.2% |
| YTD | -24.6% | -22.2% | -2.4% | -22.0% |
| 1Y | -34.1% | -5.2% | -28.9% | -35.9% |
| 3Y | +36.3% | -34.9% | +71.2% | +40.1% |
| 5Y | -26.7% | -77.4% | +50.7% | -4.7% |
| All | +17.1% | +170.1% | -153.0% | -49.7% |
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 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