-81.7%
EPAM vs BMRN
-16.8%
-64.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.4% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +18.4% | +1.3% | +17.1% | +17.5% |
| 3M | +19.2% | +14.3% | +4.9% | +12.8% |
| 6M | -21.0% | +5.7% | -26.7% | -23.3% |
| YTD | -43.7% | +8.7% | -52.5% | -46.3% |
| 1Y | -29.9% | +14.6% | -44.5% | -35.3% |
| 3Y | -56.5% | -28.3% | -28.2% | -52.2% |
| 5Y | -81.7% | -15.7% | -65.9% | -82.2% |
| All | -81.7% | -16.8% | -64.8% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling