+736.0%
EPAM vs BMRN
+79.8%
+656.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | +2.0% | +2.9% | -0.9% | +1.0% |
| 30D | +6.5% | +11.0% | -4.5% | +2.8% |
| 3M | +19.9% | +17.8% | +2.1% | +13.8% |
| 6M | -16.9% | +10.1% | -27.0% | -20.1% |
| YTD | -42.9% | +11.9% | -54.8% | -45.5% |
| 1Y | -30.4% | +17.2% | -47.6% | -35.0% |
| 3Y | -54.7% | -28.5% | -26.2% | -51.9% |
| 5Y | -81.8% | -21.7% | -60.1% | -81.3% |
| 10Y | +65.5% | -30.5% | +96.0% | +64.9% |
| All | +736.0% | +79.8% | +656.2% | +627.9% |
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