+121.4%
BKR vs EPAM
+69.2%
+52.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.5% | -6.6% |
| 7D | -6.7% | -4.5% | -2.2% | -6.0% |
| 30D | -8.3% | +14.6% | -23.0% | -10.3% |
| 3M | -5.4% | +23.1% | -28.5% | -9.2% |
| 6M | +0.8% | -19.5% | +20.3% | +3.2% |
| YTD | +31.8% | -44.1% | +76.0% | +42.2% |
| 1Y | +28.6% | -25.2% | +53.8% | +31.6% |
| 3Y | +71.2% | -56.8% | +128.1% | +86.7% |
| 5Y | +179.2% | -81.7% | +261.0% | +246.2% |
| All | +121.4% | +69.2% | +52.2% | +54.8% |
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