-33.9%
BAX vs EPAM
+163.7%
-197.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.7% |
| 7D | +9.0% | +9.1% | 0.0% | +6.9% |
| 30D | +8.5% | +38.5% | -30.0% | +2.1% |
| 3M | -4.1% | +61.0% | -65.1% | -12.2% |
| 6M | +46.9% | +58.0% | -11.1% | +33.8% |
| YTD | +38.4% | -23.5% | +61.9% | +41.6% |
| 1Y | +47.0% | -10.5% | +57.5% | +46.3% |
| 3Y | -14.9% | -33.8% | +18.9% | -13.6% |
| 5Y | -62.5% | -78.1% | +15.6% | -55.0% |
| 10Y | -33.9% | +157.7% | -191.6% | -63.1% |
| All | -33.9% | +163.7% | -197.6% | -63.1% |
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