+737.9%
BE vs EPAM
+23.6%
+714.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.8% | +13.8% | +13.2% |
| 7D | +4.5% | +18.5% | -14.0% | -2.4% |
| 30D | -20.1% | +44.0% | -64.2% | -30.1% |
| 3M | -0.8% | +63.0% | -63.8% | -17.2% |
| 6M | -26.2% | +67.3% | -93.5% | -41.6% |
| YTD | +141.1% | -20.5% | +161.6% | +143.1% |
| 1Y | +64.8% | -9.6% | +74.5% | +57.7% |
| 3Y | +1,887.4% | -30.8% | +1,918.2% | +1,875.5% |
| 5Y | +518.1% | -75.6% | +593.7% | +825.3% |
| All | +737.9% | +23.6% | +714.3% | +377.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling