+238.4%
BMY vs EPAM
+751.2%
-512.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.6% |
| 7D | +0.4% | +2.0% | -1.6% | +0.2% |
| 30D | +5.0% | +6.5% | -1.5% | +4.1% |
| 3M | +19.4% | +19.9% | -0.5% | +16.6% |
| 6M | +9.5% | -16.9% | +26.5% | +10.9% |
| YTD | +28.1% | -42.9% | +70.9% | +34.3% |
| 1Y | +50.0% | -30.4% | +80.4% | +53.7% |
| 3Y | +24.1% | -54.7% | +78.8% | +30.6% |
| 5Y | +25.0% | -81.8% | +106.8% | +40.3% |
| 10Y | +68.7% | +65.5% | +3.2% | +29.8% |
| All | +238.4% | +751.2% | -512.8% | +128.7% |
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