-50.7%
BIDU vs EPAM
-76.7%
+26.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.3% | -2.6% |
| 7D | +3.6% | +18.8% | -15.2% | -0.9% |
| 30D | -6.6% | +44.9% | -51.5% | -14.7% |
| 3M | -27.2% | +68.6% | -95.8% | -36.0% |
| 6M | -43.5% | +65.4% | -108.9% | -50.9% |
| YTD | -39.0% | -19.9% | -19.1% | -37.2% |
| 1Y | -39.8% | -10.0% | -29.7% | -40.0% |
| 3Y | -24.8% | -30.3% | +5.5% | -24.2% |
| 5Y | -50.7% | -75.7% | +25.0% | -46.0% |
| All | -50.7% | -76.7% | +26.1% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling