+104.3%
BSX vs EPAM
+168.6%
-64.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.7% | -3.1% | +0.7% |
| 7D | +2.8% | +18.8% | -16.0% | -0.9% |
| 30D | +4.6% | +44.9% | -40.3% | -2.8% |
| 3M | -11.4% | +68.6% | -80.0% | -20.1% |
| 6M | -17.1% | +65.4% | -82.5% | -25.8% |
| YTD | -53.1% | -19.9% | -33.2% | -52.4% |
| 1Y | -55.7% | -10.0% | -45.7% | -56.1% |
| 3Y | -13.3% | -30.3% | +17.0% | -13.2% |
| 5Y | +5.3% | -75.7% | +81.0% | +28.3% |
| 10Y | +104.3% | +167.2% | -62.9% | +4.3% |
| All | +104.3% | +168.6% | -64.3% | +4.3% |
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 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