+83.7%
BSX vs EPAM
+65.2%
+18.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -5.6% |
| 7D | -6.4% | -0.9% | -5.6% | -6.3% |
| 30D | -8.8% | +18.4% | -27.1% | -11.6% |
| 3M | -7.6% | +19.2% | -26.9% | -11.4% |
| 6M | -37.0% | -21.0% | -16.0% | -34.9% |
| YTD | -52.8% | -43.7% | -9.1% | -48.5% |
| 1Y | -58.4% | -29.9% | -28.5% | -56.7% |
| 3Y | -16.5% | -56.5% | +40.0% | -7.9% |
| 5Y | -1.2% | -81.7% | +80.5% | +25.4% |
| 10Y | +83.7% | +64.5% | +19.2% | +2.1% |
| All | +83.7% | +65.2% | +18.5% | +2.1% |
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