+167.2%
EPAM vs BMRN
-38.4%
+205.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +18.8% | +2.6% | +16.2% | +17.4% |
| 30D | +44.9% | +4.3% | +40.7% | +42.4% |
| 3M | +68.6% | -17.1% | +85.6% | +80.5% |
| 6M | +65.4% | +5.7% | +59.7% | +60.0% |
| YTD | -19.9% | -3.9% | -16.0% | -20.0% |
| 1Y | -10.0% | +8.5% | -18.5% | -15.3% |
| 3Y | -30.3% | -32.0% | +1.7% | -23.2% |
| 5Y | -75.7% | -29.9% | -45.7% | -73.9% |
| 10Y | +167.2% | -38.9% | +206.1% | +169.9% |
| All | +167.2% | -38.4% | +205.6% | +169.9% |
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