-28.9%
BB vs EPAM
-81.9%
+53.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.6% |
| 7D | -5.6% | +2.0% | -7.6% | -6.1% |
| 30D | -11.8% | +6.5% | -18.3% | -13.8% |
| 3M | -25.5% | +19.9% | -45.5% | -30.2% |
| 6M | +121.3% | -16.9% | +138.2% | +128.5% |
| YTD | +103.2% | -42.9% | +146.0% | +131.3% |
| 1Y | +102.6% | -30.4% | +133.0% | +116.2% |
| 3Y | +37.5% | -54.7% | +92.2% | +60.2% |
| All | -28.9% | -81.9% | +53.0% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling