-17.9%
BITO vs EPAM
-74.3%
+56.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -5.0% | -4.5% |
| 7D | -6.3% | -1.1% | -5.2% | -6.2% |
| 30D | -14.6% | +41.8% | -56.5% | -21.3% |
| 3M | +11.4% | +63.4% | -51.9% | -0.5% |
| 6M | -13.3% | +72.2% | -85.5% | -24.5% |
| YTD | -20.9% | -20.0% | -0.9% | -18.8% |
| 1Y | -32.1% | -9.0% | -23.1% | -32.4% |
| 3Y | +58.2% | -30.4% | +88.6% | +60.7% |
| 5Y | -13.6% | -75.6% | +62.0% | +7.3% |
| All | -17.9% | -74.3% | +56.4% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling