-99.9%
BIYA vs EPAM
-4.4%
-95.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +9.0% | +2.4% | +6.6% | +8.1% |
| 30D | -12.9% | +42.3% | -55.3% | -25.3% |
| 3M | -54.7% | +60.7% | -115.3% | -64.5% |
| 6M | -85.1% | +80.5% | -165.6% | -89.3% |
| YTD | -96.9% | -20.4% | -76.5% | -96.6% |
| 1Y | -98.5% | -9.6% | -88.9% | -98.6% |
| All | -99.9% | -4.4% | -95.5% | -99.9% |
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