+171.4%
BBIO vs EPAM
-32.7%
+204.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | -11.5% | +18.4% | -29.9% | -16.7% |
| 3M | +11.0% | +19.2% | -8.3% | +2.2% |
| 6M | +14.4% | -21.0% | +35.3% | +21.0% |
| YTD | -2.3% | -43.7% | +41.5% | +15.1% |
| 1Y | +37.7% | -29.9% | +67.6% | +48.0% |
| 3Y | +163.1% | -56.5% | +219.7% | +220.0% |
| 5Y | +49.5% | -81.7% | +131.2% | +119.7% |
| All | +171.4% | -32.7% | +204.1% | +78.6% |
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 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