+703.4%
BSX vs EPAM
+751.2%
-47.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.2% |
| 7D | +2.0% | +2.0% | +0.1% | +1.7% |
| 30D | +0.1% | +6.5% | -6.4% | -1.4% |
| 3M | -2.1% | +19.9% | -22.1% | -6.1% |
| 6M | -33.8% | -16.9% | -16.9% | -32.3% |
| YTD | -49.9% | -42.9% | -7.0% | -45.7% |
| 1Y | -55.4% | -30.4% | -25.1% | -53.6% |
| 3Y | -10.9% | -54.7% | +43.9% | -2.8% |
| 5Y | +6.4% | -81.8% | +88.2% | +29.7% |
| 10Y | +97.0% | +65.5% | +31.6% | +39.5% |
| All | +703.4% | +751.2% | -47.8% | +398.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling