+57.3%
BMY vs EPAM
+158.4%
-101.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.0% |
| 7D | -1.3% | -1.1% | -0.2% | -1.2% |
| 30D | +10.0% | +41.8% | -31.9% | +6.0% |
| 3M | -1.2% | +63.4% | -64.5% | -6.2% |
| 6M | +12.8% | +72.2% | -59.4% | +5.9% |
| YTD | +20.7% | -20.0% | +40.7% | +21.6% |
| 1Y | +32.6% | -9.0% | +41.7% | +31.9% |
| 3Y | +41.8% | -30.4% | +72.2% | +42.2% |
| 5Y | +29.0% | -75.6% | +104.6% | +44.1% |
| All | +57.3% | +158.4% | -101.2% | +1.1% |
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