-23.4%
BITO vs EPAM
-15.2%
-8.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | -1.9% | +0.8% | -2.8% | -2.1% |
| 30D | -6.7% | +24.9% | -31.7% | -9.6% |
| 3M | +23.1% | +22.6% | +0.5% | +19.1% |
| 6M | -2.0% | +24.2% | -26.2% | -4.6% |
| YTD | -11.4% | -33.0% | +21.6% | -0.1% |
| 1Y | -23.4% | -13.3% | -10.0% | -26.8% |
| All | -23.4% | -15.2% | -8.2% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling