+53.9%
BDX vs EPAM
+65.2%
-11.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.9% |
| 7D | -4.3% | -0.9% | -3.4% | -4.2% |
| 30D | +1.3% | +18.4% | -17.1% | -1.0% |
| 3M | +20.2% | +19.2% | +1.0% | +16.8% |
| 6M | +8.6% | -21.0% | +29.6% | +11.1% |
| YTD | +19.0% | -43.7% | +62.7% | +26.6% |
| 1Y | +21.2% | -29.9% | +51.1% | +24.8% |
| 3Y | -9.7% | -56.5% | +46.8% | -3.2% |
| 5Y | -3.4% | -81.7% | +78.3% | +14.1% |
| 10Y | +53.9% | +64.5% | -10.7% | -13.3% |
| All | +53.9% | +65.2% | -11.4% | -13.3% |
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