+107.7%
BIIB vs EPAM
+1,058.6%
-951.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +2.5% |
| 7D | -2.1% | +13.4% | -15.5% | -4.8% |
| 30D | +11.8% | +47.1% | -35.3% | +3.6% |
| 3M | +20.4% | +71.2% | -50.8% | +8.3% |
| 6M | +30.2% | +48.9% | -18.7% | +18.9% |
| YTD | +41.1% | -22.2% | +63.4% | +43.8% |
| 1Y | +58.4% | -5.2% | +63.6% | +55.4% |
| 3Y | -0.1% | -34.9% | +34.8% | +1.8% |
| 5Y | -10.9% | -77.4% | +66.5% | +5.0% |
| 10Y | -10.3% | +158.1% | -168.4% | -40.3% |
| All | +107.7% | +1,058.6% | -951.0% | +14.9% |
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