-55.5%
EPAM vs BMRN
-26.7%
-28.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | +2.0% | +2.9% | -0.9% | +1.3% |
| 30D | +6.5% | +11.0% | -4.5% | +4.0% |
| 3M | +19.9% | +17.8% | +2.1% | +15.8% |
| 6M | -16.9% | +10.1% | -27.0% | -18.7% |
| YTD | -42.9% | +11.9% | -54.8% | -44.4% |
| 1Y | -30.4% | +17.2% | -47.6% | -33.3% |
| All | -55.5% | -26.7% | -28.9% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling