-39.3%
BE vs EPAM
+46.1%
-85.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +16.0% | -29.5% | -3.8% |
| 7D | -14.7% | +13.4% | -28.1% | -6.1% |
| 30D | -40.5% | +47.1% | -87.6% | -23.8% |
| 3M | -24.3% | +71.2% | -95.5% | +7.7% |
| 6M | -39.3% | +48.9% | -88.2% | -6.6% |
| All | -39.3% | +46.1% | -85.4% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling