-36.8%
BAX vs EPAM
+170.1%
-206.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.2% |
| 7D | +12.1% | +13.4% | -1.2% | +9.3% |
| 30D | +7.6% | +47.1% | -39.5% | +0.2% |
| 3M | -4.5% | +71.2% | -75.7% | -13.5% |
| 6M | +52.0% | +48.9% | +3.1% | +39.8% |
| YTD | +35.1% | -22.2% | +57.4% | +37.9% |
| 1Y | +43.7% | -5.2% | +48.9% | +41.6% |
| 3Y | -20.9% | -34.9% | +14.0% | -19.5% |
| 5Y | -63.5% | -77.4% | +13.9% | -56.6% |
| All | -36.8% | +170.1% | -206.9% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling