-30.9%
BIIB vs EPAM
+65.2%
-96.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.5% |
| 7D | -1.6% | -0.9% | -0.8% | -1.5% |
| 30D | +2.2% | +18.4% | -16.2% | -0.9% |
| 3M | +10.3% | +19.2% | -8.9% | +6.1% |
| 6M | +14.9% | -21.0% | +35.9% | +18.7% |
| YTD | +20.7% | -43.7% | +64.5% | +31.7% |
| 1Y | +50.3% | -29.9% | +80.2% | +56.7% |
| 3Y | -18.0% | -56.5% | +38.6% | -9.3% |
| 5Y | -33.9% | -81.7% | +47.8% | -16.7% |
| 10Y | -30.9% | +64.5% | -95.5% | -53.3% |
| All | -30.9% | +65.2% | -96.2% | -53.3% |
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