-21.4%
BAX vs EPAM
-31.1%
+9.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +20.6% | -23.8% | -6.8% |
| 7D | +9.1% | +23.0% | -13.9% | +4.6% |
| 30D | +5.3% | +51.6% | -46.3% | -3.2% |
| 3M | -6.1% | +50.8% | -56.9% | -14.1% |
| 6M | +53.3% | +51.1% | +2.1% | +39.0% |
| YTD | +34.4% | -19.1% | +53.5% | +37.8% |
| 1Y | +43.2% | +3.0% | +40.2% | +39.2% |
| All | -21.4% | -31.1% | +9.7% | -26.8% |
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