+600.1%
BBY vs EPAM
+1,084.1%
-484.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +3.7% | +18.5% | -14.8% | -0.8% |
| 30D | +20.9% | +44.0% | -23.2% | +10.4% |
| 3M | +27.6% | +63.0% | -35.4% | +13.0% |
| 6M | +86.9% | +67.3% | +19.6% | +62.7% |
| YTD | +63.3% | -20.5% | +83.9% | +66.9% |
| 1Y | +42.6% | -9.6% | +52.2% | +41.3% |
| 3Y | +89.8% | -30.8% | +120.6% | +93.2% |
| 5Y | -0.1% | -75.6% | +75.6% | +19.7% |
| 10Y | +294.3% | +159.6% | +134.7% | +164.7% |
| All | +600.1% | +1,084.1% | -484.0% | +295.1% |
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 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