+6.0%
BSX vs EPAM
-81.9%
+87.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.1% |
| 7D | +2.0% | +2.0% | +0.1% | +1.8% |
| 30D | +0.1% | +6.5% | -6.4% | -0.8% |
| 3M | -2.1% | +19.9% | -22.1% | -4.5% |
| 6M | -33.8% | -16.9% | -16.9% | -33.0% |
| YTD | -49.9% | -42.9% | -7.0% | -47.5% |
| 1Y | -55.4% | -30.4% | -25.1% | -54.5% |
| 3Y | -10.9% | -54.7% | +43.9% | -6.6% |
| All | +6.0% | -81.9% | +87.9% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling