-10.9%
BITO vs EPAM
-76.2%
+65.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -7.0% | +18.5% | -25.6% | -10.7% |
| 30D | -10.3% | +44.0% | -54.3% | -17.6% |
| 3M | +16.0% | +63.0% | -46.9% | +3.7% |
| 6M | -10.8% | +67.3% | -78.1% | -21.8% |
| YTD | -17.5% | -20.5% | +3.0% | -15.2% |
| 1Y | -30.1% | -9.6% | -20.4% | -30.3% |
| 3Y | +65.1% | -30.8% | +95.9% | +67.9% |
| 5Y | -10.9% | -75.6% | +64.7% | +10.3% |
| All | -10.9% | -76.2% | +65.3% | +10.3% |
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 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