+701.6%
BE vs EPAM
+4.3%
+697.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.2% |
| 7D | -12.1% | +0.8% | -13.0% | -12.6% |
| 30D | -30.1% | +24.9% | -55.0% | -35.1% |
| 3M | -12.1% | +22.6% | -34.7% | -19.0% |
| 6M | -30.6% | +24.2% | -54.8% | -38.3% |
| YTD | +130.6% | -33.0% | +163.6% | +149.0% |
| 1Y | +55.3% | -13.3% | +68.6% | +50.8% |
| 3Y | +1,755.6% | -42.9% | +1,798.5% | +1,889.7% |
| 5Y | +564.5% | -80.8% | +645.3% | +1,012.0% |
| All | +701.6% | +4.3% | +697.3% | +389.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling