-33.8%
EPAM vs BMRN
-33.2%
-0.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.6% | -2.0% |
| 7D | +9.1% | -0.5% | +9.5% | +9.1% |
| 30D | +38.5% | +4.3% | +34.1% | +36.9% |
| 3M | +61.0% | -10.4% | +71.3% | +64.9% |
| 6M | +58.0% | +5.8% | +52.3% | +55.3% |
| YTD | -23.5% | -3.8% | -19.7% | -23.2% |
| 1Y | -10.5% | +11.1% | -21.7% | -14.4% |
| 3Y | -33.8% | -31.7% | -2.1% | -33.2% |
| All | -33.8% | -33.2% | -0.6% | -33.2% |
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