-17.4%
BSX vs EPAM
-30.1%
+12.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +3.7% | +2.4% | +1.3% | +3.5% |
| 30D | +3.1% | +42.3% | -39.2% | -0.1% |
| 3M | -14.2% | +60.7% | -74.9% | -17.9% |
| 6M | -16.4% | +80.5% | -96.9% | -21.3% |
| YTD | -53.5% | -20.4% | -33.1% | -53.6% |
| 1Y | -57.8% | -9.6% | -48.2% | -58.3% |
| 3Y | -17.4% | -30.5% | +13.0% | -18.0% |
| All | -17.4% | -30.1% | +12.6% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling