-53.3%
BB vs EPAM
+751.2%
-804.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.3% |
| 6M | +121.3% | -16.9% | +138.2% | +127.8% |
| YTD | +103.2% | -42.9% | +146.0% | +129.9% |
| 1Y | +102.6% | -30.4% | +133.0% | +115.5% |
| 3Y | +37.5% | -54.7% | +92.2% | +59.7% |
| 5Y | -30.4% | -81.8% | +51.4% | -5.1% |
| 10Y | 0.0% | +65.5% | -65.5% | -19.0% |
| All | -53.3% | +751.2% | -804.5% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling