-43.0%
BB vs EPAM
+1,084.1%
-1,127.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.1% |
| 7D | +7.3% | +18.5% | -11.2% | +1.7% |
| 30D | +11.2% | +44.0% | -32.8% | -0.3% |
| 3M | +4.7% | +63.0% | -58.3% | -9.7% |
| 6M | +51.1% | +67.3% | -16.1% | +27.0% |
| YTD | +148.0% | -20.5% | +168.6% | +153.1% |
| 1Y | +106.1% | -9.6% | +115.8% | +102.5% |
| 3Y | +158.2% | -30.8% | +189.1% | +163.6% |
| 5Y | -10.8% | -75.6% | +64.8% | +11.1% |
| 10Y | +29.3% | +159.6% | -130.3% | -7.0% |
| All | -43.0% | +1,084.1% | -1,127.1% | -64.3% |
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