+149.3%
BKR vs EPAM
+751.2%
-601.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | +0.1% |
| 7D | +1.7% | +2.0% | -0.2% | +1.4% |
| 30D | +3.3% | +6.5% | -3.2% | +2.0% |
| 3M | -3.6% | +19.9% | -23.5% | -7.1% |
| 6M | +5.0% | -16.9% | +22.0% | +6.9% |
| YTD | +40.9% | -42.9% | +83.8% | +51.1% |
| 1Y | +39.2% | -30.4% | +69.6% | +44.0% |
| 3Y | +83.7% | -54.7% | +138.5% | +98.5% |
| 5Y | +207.5% | -81.8% | +289.3% | +267.4% |
| 10Y | +136.3% | +65.5% | +70.9% | +72.3% |
| All | +149.3% | +751.2% | -601.9% | +45.3% |
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 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