+28.2%
BABA vs EPAM
+185.3%
-157.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.6% | +1.9% |
| 7D | -4.8% | +2.0% | -6.7% | -5.3% |
| 30D | -11.9% | +6.5% | -18.4% | -14.1% |
| 3M | -9.3% | +19.9% | -29.2% | -15.2% |
| 6M | -14.2% | -16.9% | +2.7% | -11.7% |
| YTD | -22.0% | -42.9% | +20.8% | -11.3% |
| 1Y | -12.7% | -30.4% | +17.7% | -6.9% |
| 3Y | +26.7% | -54.7% | +81.4% | +45.4% |
| 5Y | -29.3% | -81.8% | +52.5% | -4.0% |
| 10Y | +21.2% | +65.5% | -44.2% | -30.5% |
| All | +28.2% | +185.3% | -157.1% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling