-22.5%
BB vs EPAM
-77.4%
+54.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.9% | +8.3% | +5.4% |
| 7D | +3.8% | +13.4% | -9.6% | -0.3% |
| 30D | -0.3% | +47.1% | -47.4% | -10.8% |
| 3M | -0.5% | +71.2% | -71.6% | -14.8% |
| 6M | +45.9% | +48.9% | -3.0% | +27.2% |
| YTD | +130.6% | -22.2% | +152.8% | +139.2% |
| 1Y | +89.2% | -5.2% | +94.4% | +84.5% |
| 3Y | +137.5% | -34.9% | +172.4% | +148.5% |
| All | -22.5% | -77.4% | +54.9% | +6.7% |
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