-20.9%
BAX vs EPAM
-33.7%
+12.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.2% |
| 7D | +12.1% | +13.4% | -1.2% | +9.1% |
| 30D | +7.6% | +47.1% | -39.5% | -0.6% |
| 3M | -4.5% | +71.2% | -75.7% | -14.7% |
| 6M | +52.0% | +48.9% | +3.1% | +38.0% |
| YTD | +35.1% | -22.2% | +57.4% | +39.5% |
| 1Y | +43.7% | -5.2% | +48.9% | +42.0% |
| 3Y | -20.9% | -34.9% | +14.0% | -25.9% |
| All | -20.9% | -33.7% | +12.8% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling