-19.0%
BSX vs EPAM
-33.7%
+14.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.4% | -3.9% |
| 7D | +1.8% | +13.4% | -11.5% | +0.7% |
| 30D | +2.8% | +47.1% | -44.3% | -0.8% |
| 3M | -13.3% | +71.2% | -84.5% | -17.4% |
| 6M | -23.7% | +48.9% | -72.6% | -27.0% |
| YTD | -55.2% | -22.2% | -32.9% | -55.1% |
| 1Y | -56.8% | -5.2% | -51.7% | -57.6% |
| 3Y | -19.0% | -34.9% | +15.9% | -20.4% |
| All | -19.0% | -33.7% | +14.7% | -20.4% |
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 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