+151.1%
BB vs EPAM
-31.2%
+182.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.5% | -1.6% |
| 7D | +11.6% | +18.8% | -7.2% | +7.6% |
| 30D | +2.6% | +44.9% | -42.4% | -5.4% |
| 3M | +3.5% | +68.6% | -65.1% | -8.0% |
| 6M | +43.5% | +65.4% | -21.9% | +26.2% |
| YTD | +141.2% | -19.9% | +161.0% | +156.9% |
| 1Y | +97.4% | -10.0% | +107.4% | +102.4% |
| 3Y | +151.1% | -30.3% | +181.4% | +147.6% |
| All | +151.1% | -31.2% | +182.3% | +147.6% |
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 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