+1,616.9%
BE vs EPAM
-33.7%
+1,650.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.9% | +7.3% | +3.1% |
| 7D | -14.7% | +13.4% | -28.1% | -13.2% |
| 30D | -40.5% | +47.1% | -87.6% | -39.0% |
| 3M | -24.3% | +71.2% | -95.5% | -22.4% |
| 6M | -39.3% | +48.9% | -88.2% | -36.4% |
| YTD | +99.4% | -22.2% | +121.6% | +128.9% |
| 1Y | +26.6% | -5.2% | +31.8% | +38.5% |
| 3Y | +1,616.9% | -34.9% | +1,651.9% | +1,713.6% |
| All | +1,616.9% | -33.7% | +1,650.7% | +1,713.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling