-33.3%
BAX vs EPAM
+158.4%
-191.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | +0.4% | -1.1% | +1.5% | +0.5% |
| 30D | +3.4% | +41.8% | -38.4% | -3.0% |
| 3M | -4.5% | +63.4% | -67.8% | -12.8% |
| 6M | +44.0% | +72.2% | -28.2% | +29.3% |
| YTD | +34.9% | -20.0% | +54.9% | +37.0% |
| 1Y | +37.9% | -9.0% | +47.0% | +36.9% |
| 3Y | -17.1% | -30.4% | +13.3% | -16.5% |
| 5Y | -64.3% | -75.6% | +11.3% | -58.2% |
| All | -33.3% | +158.4% | -191.8% | -62.5% |
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 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