+151.0%
BITO vs EPAM
-56.4%
+207.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | +1.5% | -0.9% | +2.4% | +1.7% |
| 30D | +20.0% | +18.4% | +1.7% | +16.4% |
| 3M | +22.8% | +19.2% | +3.5% | +17.9% |
| 6M | +13.1% | -21.0% | +34.0% | +18.0% |
| YTD | -12.5% | -43.7% | +31.3% | -2.1% |
| 1Y | -32.6% | -29.9% | -2.7% | -28.3% |
| 3Y | +151.0% | -56.5% | +207.6% | +188.3% |
| All | +151.0% | -56.4% | +207.4% | +188.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling