+494.7%
BBY vs EPAM
+751.2%
-256.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.5% | +3.7% |
| 7D | +9.5% | +2.0% | +7.5% | +9.0% |
| 30D | +6.8% | +6.5% | +0.3% | +4.9% |
| 3M | +28.9% | +19.9% | +8.9% | +22.4% |
| 6M | +37.8% | -16.9% | +54.7% | +41.9% |
| YTD | +38.7% | -42.9% | +81.6% | +54.2% |
| 1Y | +23.7% | -30.4% | +54.1% | +30.9% |
| 3Y | +39.1% | -54.7% | +93.8% | +57.1% |
| 5Y | -0.4% | -81.8% | +81.4% | +28.0% |
| 10Y | +234.0% | +65.5% | +168.6% | +148.3% |
| All | +494.7% | +751.2% | -256.5% | +265.0% |
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