-24.8%
BIDU vs EPAM
-31.2%
+6.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.3% | -2.0% |
| 7D | +3.6% | +18.8% | -15.2% | +2.1% |
| 30D | -6.6% | +44.9% | -51.5% | -9.5% |
| 3M | -27.2% | +68.6% | -95.8% | -30.4% |
| 6M | -43.5% | +65.4% | -108.9% | -46.1% |
| YTD | -39.0% | -19.9% | -19.1% | -36.8% |
| 1Y | -39.8% | -10.0% | -29.7% | -38.6% |
| 3Y | -24.8% | -30.3% | +5.5% | -21.8% |
| All | -24.8% | -31.2% | +6.5% | -21.8% |
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