+45.7%
BMY vs EPAM
-30.1%
+75.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +2.1% | +2.4% | -0.3% | +1.9% |
| 30D | +7.0% | +42.3% | -35.3% | +3.6% |
| 3M | -0.9% | +60.7% | -61.5% | -5.1% |
| 6M | +14.9% | +80.5% | -65.6% | +8.2% |
| YTD | +22.8% | -20.4% | +43.2% | +23.7% |
| 1Y | +36.2% | -9.6% | +45.8% | +35.5% |
| 3Y | +45.7% | -30.5% | +76.2% | +46.0% |
| All | +45.7% | -30.1% | +75.8% | +46.0% |
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