+25.1%
BDX vs EPAM
-30.1%
+55.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +2.9% | +2.4% | +0.5% | +2.6% |
| 30D | +15.4% | +42.3% | -26.9% | +11.2% |
| 3M | +20.5% | +60.7% | -40.1% | +14.7% |
| 6M | +53.2% | +80.5% | -27.3% | +43.1% |
| YTD | +45.7% | -20.4% | +66.1% | +46.2% |
| 1Y | +47.3% | -9.6% | +56.9% | +45.8% |
| 3Y | +25.1% | -30.5% | +55.5% | +25.3% |
| All | +25.1% | -30.1% | +55.1% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling