+713.6%
REGN vs EPAM
+751.2%
-37.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.5% |
| 7D | +4.2% | +2.0% | +2.3% | +3.9% |
| 30D | +7.8% | +6.5% | +1.3% | +6.3% |
| 3M | +31.8% | +19.9% | +11.9% | +26.9% |
| 6M | +5.4% | -16.9% | +22.3% | +7.5% |
| YTD | +7.7% | -42.9% | +50.5% | +16.2% |
| 1Y | +46.7% | -30.4% | +77.0% | +52.4% |
| 3Y | +0.5% | -54.7% | +55.2% | +9.1% |
| 5Y | +22.9% | -81.8% | +104.8% | +48.7% |
| 10Y | +115.0% | +65.5% | +49.5% | +42.7% |
| All | +713.6% | +751.2% | -37.6% | +363.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling