+8.1%
BAX vs EPAM
+1,105.1%
-1,097.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +20.6% | -23.8% | -6.4% |
| 7D | +9.1% | +23.0% | -13.9% | +5.2% |
| 30D | +5.3% | +51.6% | -46.3% | -1.9% |
| 3M | -6.1% | +50.8% | -56.9% | -12.8% |
| 6M | +53.3% | +51.1% | +2.1% | +41.5% |
| YTD | +34.4% | -19.1% | +53.5% | +36.1% |
| 1Y | +43.2% | +3.0% | +40.2% | +39.4% |
| 3Y | -20.1% | -31.2% | +11.0% | -19.3% |
| 5Y | -63.7% | -76.5% | +12.8% | -59.0% |
| 10Y | -36.3% | +168.4% | -204.8% | -54.5% |
| All | +8.1% | +1,105.1% | -1,097.0% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling