+22.3%
BABA vs EPAM
+303.9%
-281.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +20.6% | -18.0% | -3.0% |
| 7D | +8.6% | +23.0% | -14.4% | +2.0% |
| 30D | -1.1% | +51.6% | -52.7% | -12.5% |
| 3M | -15.9% | +50.8% | -66.7% | -26.3% |
| 6M | -17.5% | +51.1% | -68.7% | -28.8% |
| YTD | -25.6% | -19.1% | -6.5% | -23.9% |
| 1Y | -33.8% | +3.0% | -36.8% | -37.2% |
| 3Y | +34.6% | -31.2% | +65.8% | +36.1% |
| 5Y | -27.7% | -76.5% | +48.8% | -8.1% |
| 10Y | +17.7% | +168.4% | -150.7% | -41.6% |
| All | +22.3% | +303.9% | -281.5% | -44.6% |
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 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