+1,063.0%
EPAM vs BMRN
+57.6%
+1,005.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.5% |
| 7D | +18.5% | +2.1% | +16.4% | +17.6% |
| 30D | +44.0% | +5.3% | +38.7% | +41.5% |
| 3M | +63.0% | -16.1% | +79.1% | +71.8% |
| 6M | +67.3% | +10.9% | +56.3% | +60.4% |
| YTD | -20.5% | -1.9% | -18.7% | -21.1% |
| 1Y | -9.6% | +6.2% | -15.8% | -13.2% |
| 3Y | -30.8% | -30.5% | -0.3% | -25.6% |
| 5Y | -75.6% | -28.4% | -47.3% | -74.1% |
| 10Y | +159.6% | -36.2% | +195.8% | +167.1% |
| All | +1,063.0% | +57.6% | +1,005.4% | +952.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling