+27.1%
BABA vs EPAM
-54.6%
+81.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.6% | +1.6% |
| 7D | -4.8% | +2.0% | -6.7% | -5.0% |
| 30D | -11.9% | +6.5% | -18.4% | -12.8% |
| 3M | -9.3% | +19.9% | -29.2% | -11.8% |
| 6M | -14.2% | -16.9% | +2.7% | -12.1% |
| YTD | -22.0% | -42.9% | +20.8% | -15.1% |
| 1Y | -12.7% | -30.4% | +17.7% | -8.5% |
| All | +27.1% | -54.6% | +81.7% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling