+137.5%
BB vs EPAM
-33.7%
+171.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.9% | +8.3% | +5.1% |
| 7D | +3.8% | +13.4% | -9.6% | +0.9% |
| 30D | -0.3% | +47.1% | -47.4% | -8.6% |
| 3M | -0.5% | +71.2% | -71.6% | -12.0% |
| 6M | +45.9% | +48.9% | -3.0% | +31.4% |
| YTD | +130.6% | -22.2% | +152.8% | +147.0% |
| 1Y | +89.2% | -5.2% | +94.4% | +89.8% |
| 3Y | +137.5% | -34.9% | +172.4% | +139.8% |
| All | +137.5% | -33.7% | +171.2% | +139.8% |
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