+8.9%
BAX vs EPAM
+751.2%
-742.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.4% |
| 7D | -1.1% | +2.0% | -3.1% | -1.5% |
| 30D | -5.5% | +6.5% | -12.0% | -6.7% |
| 3M | +33.5% | +19.9% | +13.6% | +29.0% |
| 6M | +35.9% | -16.9% | +52.8% | +38.4% |
| YTD | +35.4% | -42.9% | +78.2% | +45.6% |
| 1Y | +9.8% | -30.4% | +40.1% | +14.3% |
| 3Y | -32.7% | -54.7% | +22.0% | -27.1% |
| 5Y | -65.6% | -81.8% | +16.3% | -59.4% |
| 10Y | -34.9% | +65.5% | -100.4% | -49.8% |
| All | +8.9% | +751.2% | -742.3% | -27.1% |
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