-10.6%
BITO vs EPAM
-82.1%
+71.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -5.8% | -4.5% | -1.3% | -4.9% |
| 30D | +21.1% | +14.6% | +6.5% | +17.7% |
| 3M | +23.5% | +23.1% | +0.4% | +16.9% |
| 6M | +8.3% | -19.5% | +27.7% | +12.2% |
| YTD | -13.9% | -44.1% | +30.2% | -3.7% |
| 1Y | -34.5% | -25.2% | -9.3% | -31.6% |
| 3Y | +147.0% | -56.8% | +203.8% | +180.2% |
| All | -10.6% | -82.1% | +71.5% | +19.5% |
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