-63.7%
BAX vs EPAM
-77.2%
+13.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +20.6% | -23.8% | -5.5% |
| 7D | +9.1% | +23.0% | -13.9% | +6.2% |
| 30D | +5.3% | +51.6% | -46.3% | -0.1% |
| 3M | -6.1% | +50.8% | -56.9% | -11.2% |
| 6M | +53.3% | +51.1% | +2.1% | +44.2% |
| YTD | +34.4% | -19.1% | +53.5% | +35.4% |
| 1Y | +43.2% | +3.0% | +40.2% | +40.3% |
| 3Y | -20.1% | -31.2% | +11.0% | -20.4% |
| 5Y | -63.7% | -76.5% | +12.8% | -62.6% |
| All | -63.7% | -77.2% | +13.4% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling