+101.1%
BDX vs EPAM
+156.9%
-55.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +2.5% | +18.5% | -16.0% | 0.0% |
| 30D | +13.6% | +44.0% | -30.5% | +7.8% |
| 3M | +18.9% | +63.0% | -44.0% | +11.0% |
| 6M | +51.8% | +67.3% | -15.4% | +40.1% |
| YTD | +43.3% | -20.5% | +63.9% | +45.0% |
| 1Y | +48.0% | -9.6% | +57.6% | +47.1% |
| 3Y | +23.7% | -30.8% | +54.5% | +24.0% |
| 5Y | +24.9% | -75.6% | +100.5% | +43.3% |
| All | +101.1% | +156.9% | -55.7% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling