-39.1%
BIDU vs EPAM
+1,084.1%
-1,123.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -0.8% | +18.5% | -19.4% | -5.7% |
| 30D | -5.4% | +44.0% | -49.4% | -14.7% |
| 3M | -24.7% | +63.0% | -87.7% | -34.5% |
| 6M | -45.3% | +67.3% | -112.5% | -53.6% |
| YTD | -39.0% | -20.5% | -18.4% | -37.7% |
| 1Y | -39.6% | -9.6% | -29.9% | -40.5% |
| 3Y | -24.7% | -30.8% | +6.1% | -24.5% |
| 5Y | -52.3% | -75.6% | +23.3% | -42.3% |
| 10Y | -51.1% | +159.6% | -210.6% | -68.3% |
| All | -39.1% | +1,084.1% | -1,123.2% | -68.6% |
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