+1,020.1%
EPAM vs BMRN
+54.5%
+965.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.6% | -2.2% |
| 7D | +9.1% | -0.5% | +9.5% | +9.1% |
| 30D | +38.5% | +4.3% | +34.1% | +36.4% |
| 3M | +61.0% | -10.4% | +71.3% | +66.0% |
| 6M | +58.0% | +5.8% | +52.3% | +53.9% |
| YTD | -23.5% | -3.8% | -19.7% | -23.5% |
| 1Y | -10.5% | +11.1% | -21.7% | -15.3% |
| 3Y | -33.8% | -31.7% | -2.1% | -28.5% |
| 5Y | -78.1% | -30.9% | -47.2% | -76.5% |
| 10Y | +157.7% | -37.7% | +195.4% | +167.0% |
| All | +1,020.1% | +54.5% | +965.6% | +920.6% |
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