-20.3%
BIIB vs EPAM
+163.7%
-184.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.9% |
| 7D | +2.4% | +9.1% | -6.7% | +0.3% |
| 30D | +12.9% | +38.5% | -25.6% | +5.8% |
| 3M | +22.6% | +61.0% | -38.4% | +11.5% |
| 6M | +31.7% | +58.0% | -26.3% | +19.1% |
| YTD | +44.8% | -23.5% | +68.3% | +48.2% |
| 1Y | +63.9% | -10.5% | +74.4% | +62.7% |
| 3Y | +13.5% | -33.8% | +47.3% | +15.2% |
| 5Y | -5.6% | -78.1% | +72.5% | +17.2% |
| 10Y | -20.3% | +157.7% | -178.0% | -49.5% |
| All | -20.3% | +163.7% | -184.0% | -49.5% |
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