-99.9%
BIYA vs EPAM
-6.6%
-93.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +2.2% |
| 7D | -10.5% | +13.4% | -23.9% | -15.4% |
| 30D | -51.7% | +47.1% | -98.8% | -59.6% |
| 3M | -60.8% | +71.2% | -131.9% | -70.5% |
| 6M | -90.6% | +48.9% | -139.5% | -92.6% |
| YTD | -97.1% | -22.2% | -74.9% | -96.9% |
| 1Y | -99.1% | -5.2% | -93.9% | -99.2% |
| All | -99.9% | -6.6% | -93.3% | -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 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