-3.9%
REGN vs EPAM
-57.1%
+53.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.8% |
| 7D | -6.0% | -4.5% | -1.5% | -5.6% |
| 30D | -0.4% | +14.6% | -15.0% | -1.5% |
| 3M | +32.0% | +23.1% | +8.9% | +29.2% |
| 6M | +3.0% | -19.5% | +22.5% | +4.6% |
| YTD | +3.2% | -44.1% | +47.3% | +8.1% |
| 1Y | +43.4% | -25.2% | +68.6% | +45.3% |
| All | -3.9% | -57.1% | +53.2% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling