-24.0%
BIDU vs EPAM
+751.2%
-775.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.4% | +4.7% |
| 7D | +2.4% | +2.0% | +0.5% | +1.8% |
| 30D | -10.5% | +6.5% | -17.0% | -12.4% |
| 3M | -26.2% | +19.9% | -46.1% | -30.7% |
| 6M | -16.4% | -16.9% | +0.5% | -14.0% |
| YTD | -23.9% | -42.9% | +19.0% | -14.4% |
| 1Y | +1.3% | -30.4% | +31.7% | +7.3% |
| 3Y | -32.1% | -54.7% | +22.6% | -23.0% |
| 5Y | -39.0% | -81.8% | +42.8% | -19.9% |
| 10Y | -44.0% | +65.5% | -109.5% | -59.2% |
| All | -24.0% | +751.2% | -775.2% | -56.9% |
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 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