+97.5%
REGN vs EPAM
+74.2%
+23.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.4% | -1.9% |
| 7D | -5.6% | +0.7% | -6.3% | -5.7% |
| 30D | -2.0% | +17.6% | -19.5% | -4.3% |
| 3M | +28.0% | +27.1% | +0.8% | +22.7% |
| 6M | +1.2% | -17.0% | +18.1% | +3.0% |
| YTD | +1.6% | -42.4% | +44.1% | +8.8% |
| 1Y | +38.2% | -25.3% | +63.5% | +41.5% |
| 3Y | -5.4% | -55.7% | +50.4% | +2.3% |
| 5Y | +21.3% | -81.2% | +102.5% | +47.4% |
| All | +97.5% | +74.2% | +23.2% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 10y: compounded portfolio wealth divided by compounded EPAM 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…
10y analysis · Full analysis span regression · 6 months rolling