+911.5%
BE vs EPAM
-11.2%
+922.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.4% | +9.7% | +8.1% |
| 7D | +20.0% | +2.0% | +18.0% | +19.2% |
| 30D | +7.9% | +6.5% | +1.4% | +4.9% |
| 3M | -13.2% | +19.9% | -33.1% | -21.0% |
| 6M | +53.5% | -16.9% | +70.4% | +56.8% |
| YTD | +191.0% | -42.9% | +233.9% | +233.5% |
| 1Y | +360.5% | -30.4% | +390.9% | +383.3% |
| 3Y | +1,568.0% | -54.7% | +1,622.7% | +1,866.2% |
| 5Y | +1,055.2% | -81.8% | +1,137.0% | +1,807.4% |
| All | +911.5% | -11.2% | +922.6% | +555.2% |
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