+84.6%
BIIB vs EPAM
+751.2%
-666.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -1.2% |
| 7D | +1.1% | +2.0% | -0.9% | +0.7% |
| 30D | +6.9% | +6.5% | +0.3% | +5.3% |
| 3M | +12.4% | +19.9% | -7.5% | +8.0% |
| 6M | +16.3% | -16.9% | +33.2% | +18.9% |
| YTD | +25.5% | -42.9% | +68.4% | +36.3% |
| 1Y | +57.8% | -30.4% | +88.2% | +64.7% |
| 3Y | -17.3% | -54.7% | +37.4% | -9.4% |
| 5Y | -33.8% | -81.8% | +48.0% | -19.0% |
| 10Y | -29.6% | +65.5% | -95.0% | -48.8% |
| All | +84.6% | +751.2% | -666.6% | +8.9% |
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