+593.0%
BE vs EPAM
+20.9%
+572.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.9% | +7.3% | +4.5% |
| 7D | -14.7% | +13.4% | -28.1% | -19.3% |
| 30D | -40.5% | +47.1% | -87.6% | -48.3% |
| 3M | -24.3% | +71.2% | -95.5% | -37.8% |
| 6M | -39.3% | +48.9% | -88.2% | -49.9% |
| YTD | +99.4% | -22.2% | +121.6% | +102.6% |
| 1Y | +26.6% | -5.2% | +31.8% | +18.6% |
| 3Y | +1,616.9% | -34.9% | +1,651.9% | +1,647.4% |
| 5Y | +441.4% | -77.4% | +518.8% | +745.0% |
| All | +593.0% | +20.9% | +572.0% | +298.0% |
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 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