-9.4%
BITO vs EPAM
-82.0%
+72.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | +1.1% | -2.2% | +3.2% | +1.6% |
| 30D | +21.8% | +17.8% | +4.0% | +17.6% |
| 3M | +25.0% | +19.9% | +5.1% | +19.1% |
| 6M | +11.3% | -21.6% | +32.9% | +16.0% |
| YTD | -12.7% | -44.0% | +31.3% | -2.4% |
| 1Y | -32.3% | -30.5% | -1.8% | -28.2% |
| 3Y | +150.3% | -56.8% | +207.1% | +183.9% |
| All | -9.4% | -82.0% | +72.7% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling