+217.9%
BMY vs EPAM
+1,058.6%
-840.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.2% |
| 7D | -0.5% | +13.4% | -13.9% | -2.1% |
| 30D | +4.1% | +47.1% | -43.0% | -0.3% |
| 3M | -2.1% | +71.2% | -73.3% | -7.9% |
| 6M | +12.2% | +48.9% | -36.7% | +6.6% |
| YTD | +20.3% | -22.2% | +42.6% | +21.7% |
| 1Y | +39.2% | -5.2% | +44.4% | +37.8% |
| 3Y | +35.6% | -34.9% | +70.5% | +37.0% |
| 5Y | +28.6% | -77.4% | +106.0% | +41.7% |
| 10Y | +73.9% | +158.1% | -84.2% | +27.0% |
| All | +217.9% | +1,058.6% | -840.7% | +107.3% |
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