-22.1%
BIIB vs EPAM
+158.4%
-180.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +2.7% | -1.1% | +3.8% | +2.8% |
| 30D | +9.4% | +41.8% | -32.4% | +2.1% |
| 3M | +19.9% | +63.4% | -43.4% | +8.9% |
| 6M | +25.6% | +72.2% | -46.6% | +11.8% |
| YTD | +42.3% | -20.0% | +62.4% | +44.5% |
| 1Y | +55.1% | -9.0% | +64.2% | +53.6% |
| 3Y | +11.4% | -30.4% | +41.8% | +12.1% |
| 5Y | -7.4% | -75.6% | +68.2% | +11.6% |
| All | -22.1% | +158.4% | -180.5% | -51.7% |
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