+369.3%
BDX vs EPAM
+1,040.5%
-671.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.8% |
| 7D | +8.4% | +9.1% | -0.7% | +6.9% |
| 30D | +17.1% | +38.5% | -21.3% | +12.0% |
| 3M | +22.4% | +61.0% | -38.5% | +14.6% |
| 6M | +45.9% | +58.0% | -12.1% | +36.0% |
| YTD | +43.8% | -23.5% | +67.3% | +46.2% |
| 1Y | +57.8% | -10.5% | +68.3% | +57.1% |
| 3Y | +25.4% | -33.8% | +59.2% | +26.6% |
| 5Y | +26.0% | -78.1% | +104.1% | +42.2% |
| 10Y | +88.0% | +157.7% | -69.7% | +32.7% |
| All | +369.3% | +1,040.5% | -671.2% | +198.6% |
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