+27.5%
BB vs EPAM
+168.6%
-141.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.5% | -2.2% |
| 7D | +11.6% | +18.8% | -7.2% | +4.7% |
| 30D | +2.6% | +44.9% | -42.4% | -9.9% |
| 3M | +3.5% | +68.6% | -65.1% | -13.8% |
| 6M | +43.5% | +65.4% | -21.9% | +17.5% |
| YTD | +141.2% | -19.9% | +161.0% | +147.0% |
| 1Y | +97.4% | -10.0% | +107.4% | +93.9% |
| 3Y | +151.1% | -30.3% | +181.4% | +156.3% |
| 5Y | -12.8% | -75.7% | +62.9% | +18.8% |
| 10Y | +27.5% | +167.2% | -139.7% | -33.0% |
| All | +27.5% | +168.6% | -141.2% | -33.0% |
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