+607.6%
BBY vs EPAM
+1,040.5%
-433.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.6% | +8.2% | +7.0% |
| 7D | +10.5% | +9.1% | +1.5% | +7.7% |
| 30D | +22.1% | +38.5% | -16.3% | +12.6% |
| 3M | +31.0% | +61.0% | -30.0% | +16.3% |
| 6M | +83.2% | +58.0% | +25.2% | +61.7% |
| YTD | +65.1% | -23.5% | +88.5% | +70.2% |
| 1Y | +41.6% | -10.5% | +52.2% | +40.7% |
| 3Y | +95.6% | -33.8% | +129.4% | +101.2% |
| 5Y | +1.0% | -78.1% | +79.1% | +24.4% |
| 10Y | +296.9% | +157.7% | +139.2% | +167.6% |
| All | +607.6% | +1,040.5% | -433.0% | +302.8% |
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