-49.5%
BIDU vs EPAM
+63.0%
-112.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -2.4% | -2.2% | -0.3% | -1.9% |
| 30D | -16.0% | +17.8% | -33.7% | -19.9% |
| 3M | -24.0% | +19.9% | -43.9% | -29.0% |
| 6M | -24.9% | -21.6% | -3.3% | -21.1% |
| YTD | -29.6% | -44.0% | +14.5% | -19.3% |
| 1Y | -15.2% | -30.5% | +15.3% | -9.5% |
| 3Y | -32.2% | -56.8% | +24.6% | -20.9% |
| 5Y | -43.8% | -81.7% | +37.9% | -22.8% |
| 10Y | -49.5% | +68.4% | -117.9% | -69.9% |
| All | -49.5% | +63.0% | -112.5% | -69.9% |
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