+639.8%
BSX vs EPAM
+1,040.5%
-400.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.5% | +3.2% |
| 7D | -0.7% | +9.1% | -9.7% | -2.6% |
| 30D | +3.0% | +38.5% | -35.5% | -3.4% |
| 3M | -10.7% | +61.0% | -71.7% | -18.6% |
| 6M | -18.4% | +58.0% | -76.4% | -26.1% |
| YTD | -53.8% | -23.5% | -30.4% | -52.8% |
| 1Y | -56.0% | -10.5% | -45.4% | -56.4% |
| 3Y | -14.4% | -33.8% | +19.4% | -13.5% |
| 5Y | +2.9% | -78.1% | +81.0% | +21.9% |
| 10Y | +101.6% | +157.7% | -56.2% | +31.3% |
| All | +639.8% | +1,040.5% | -400.7% | +332.8% |
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