-0.1%
BIIB vs EPAM
-33.7%
+33.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +2.2% |
| 7D | -2.1% | +13.4% | -15.5% | -3.6% |
| 30D | +11.8% | +47.1% | -35.3% | +6.7% |
| 3M | +20.4% | +71.2% | -50.8% | +12.7% |
| 6M | +30.2% | +48.9% | -18.7% | +23.0% |
| YTD | +41.1% | -22.2% | +63.4% | +44.0% |
| 1Y | +58.4% | -5.2% | +63.6% | +57.0% |
| 3Y | -0.1% | -34.9% | +34.8% | -4.0% |
| All | -0.1% | -33.7% | +33.6% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling