+164.5%
EPAM vs BMRN
-38.2%
+202.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.7% |
| 7D | -1.1% | +1.0% | -2.2% | -1.6% |
| 30D | +41.8% | +4.3% | +37.6% | +39.3% |
| 3M | +63.4% | -19.3% | +82.6% | +76.6% |
| 6M | +72.2% | +7.2% | +65.0% | +65.5% |
| YTD | -20.0% | -4.6% | -15.4% | -20.0% |
| 1Y | -9.0% | +2.5% | -11.5% | -12.4% |
| 3Y | -30.4% | -32.5% | +2.1% | -23.2% |
| 5Y | -75.6% | -30.6% | -45.0% | -73.7% |
| All | +164.5% | -38.2% | +202.7% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 10y: compounded portfolio wealth divided by compounded BMRN 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…
10y analysis · Full analysis span regression · 6 months rolling