-58.4%
BSX vs EPAM
-32.1%
-26.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -5.8% |
| 7D | -6.4% | -0.9% | -5.6% | -6.4% |
| 30D | -8.8% | +18.4% | -27.1% | -10.1% |
| 3M | -7.6% | +19.2% | -26.9% | -9.9% |
| 6M | -37.0% | -21.0% | -16.0% | -37.6% |
| YTD | -52.8% | -43.7% | -9.1% | -52.6% |
| 1Y | -58.4% | -29.9% | -28.5% | -59.4% |
| All | -58.4% | -32.1% | -26.3% | -59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling