-33.8%
BABA vs EPAM
+4.5%
-38.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +20.6% | -18.0% | +1.9% |
| 7D | +8.6% | +23.0% | -14.4% | +7.7% |
| 30D | -1.1% | +51.6% | -52.7% | -2.3% |
| 3M | -15.9% | +50.8% | -66.7% | -17.0% |
| 6M | -17.5% | +51.1% | -68.7% | -18.2% |
| YTD | -25.6% | -19.1% | -6.5% | -18.8% |
| 1Y | -33.8% | +3.0% | -36.8% | -33.0% |
| All | -33.8% | +4.5% | -38.4% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling