-9.6%
EPAM vs BMRN
+4.1%
-13.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +2.4% | +2.1% | +0.3% | +2.2% |
| 30D | +42.3% | +3.8% | +38.5% | +41.6% |
| 3M | +60.7% | -16.5% | +77.1% | +63.6% |
| 6M | +80.5% | +6.9% | +73.6% | +81.1% |
| YTD | -20.4% | -3.7% | -16.7% | -19.6% |
| 1Y | -9.6% | +5.6% | -15.1% | -8.9% |
| All | -9.6% | +4.1% | -13.7% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling