+1,709.5%
BE vs EPAM
-30.1%
+1,739.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -5.0% |
| 7D | +10.8% | +2.4% | +8.4% | +11.1% |
| 30D | -19.8% | +42.3% | -62.1% | -17.8% |
| 3M | -18.7% | +60.7% | -79.4% | -16.6% |
| 6M | -33.7% | +80.5% | -114.2% | -32.2% |
| YTD | +121.0% | -20.4% | +141.3% | +154.7% |
| 1Y | +85.4% | -9.6% | +95.0% | +107.0% |
| 3Y | +1,709.5% | -30.5% | +1,740.0% | +1,536.7% |
| All | +1,709.5% | -30.1% | +1,739.6% | +1,536.7% |
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 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