+46.4%
BDX vs EPAM
-9.2%
+55.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.5% |
| 7D | +1.0% | -1.1% | +2.1% | +1.1% |
| 30D | +15.1% | +41.8% | -26.7% | +11.1% |
| 3M | +18.2% | +63.4% | -45.2% | +12.8% |
| 6M | +48.1% | +72.2% | -24.1% | +39.1% |
| YTD | +44.1% | -20.0% | +64.2% | +39.4% |
| 1Y | +46.4% | -9.0% | +55.4% | +32.0% |
| All | +46.4% | -9.2% | +55.6% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling