-34.1%
BABA vs EPAM
-4.9%
-29.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.1% | +1.4% |
| 7D | +11.6% | +13.4% | -1.7% | +11.1% |
| 30D | +2.3% | +47.1% | -44.8% | +1.2% |
| 3M | -13.7% | +71.2% | -84.9% | -15.1% |
| 6M | -21.9% | +48.9% | -70.8% | -22.5% |
| YTD | -24.6% | -22.2% | -2.4% | -17.7% |
| 1Y | -34.1% | -5.2% | -28.9% | -31.5% |
| All | -34.1% | -4.9% | -29.2% | -31.5% |
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