-20.9%
BITO vs EPAM
-74.4%
+53.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -9.2% | +2.4% | -11.6% | -9.7% |
| 30D | -15.9% | +42.3% | -58.3% | -22.6% |
| 3M | +7.3% | +60.7% | -53.3% | -3.9% |
| 6M | -15.2% | +80.5% | -95.7% | -26.9% |
| YTD | -23.8% | -20.4% | -3.4% | -21.7% |
| 1Y | -32.2% | -9.6% | -22.6% | -32.4% |
| 3Y | +55.1% | -30.5% | +85.6% | +57.5% |
| 5Y | -16.7% | -75.7% | +59.0% | +3.6% |
| All | -20.9% | -74.4% | +53.6% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling