+49.1%
BAX vs EPAM
-7.6%
+56.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.6% | -0.5% |
| 7D | +3.6% | +18.8% | -15.1% | +1.1% |
| 30D | +8.5% | +44.9% | -36.4% | +2.2% |
| 3M | -4.9% | +68.6% | -73.4% | -13.1% |
| 6M | +47.0% | +65.4% | -18.4% | +32.7% |
| YTD | +38.4% | -19.9% | +58.3% | +41.7% |
| 1Y | +49.1% | -10.0% | +59.1% | +48.5% |
| All | +49.1% | -7.6% | +56.8% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling