+33.2%
BE vs EPAM
-7.6%
+40.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.7% | -9.0% | -2.1% |
| 7D | -13.4% | +18.8% | -32.2% | -3.6% |
| 30D | -33.9% | +44.9% | -78.8% | -19.9% |
| 3M | -12.0% | +68.6% | -80.5% | +14.4% |
| 6M | -29.0% | +65.4% | -94.4% | -0.2% |
| YTD | +113.4% | -19.9% | +133.3% | +155.5% |
| 1Y | +33.2% | -10.0% | +43.2% | +36.7% |
| All | +33.2% | -7.6% | +40.8% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling