+95.0%
BKR vs EPAM
+1,086.5%
-991.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +3.8% | +2.4% | +1.4% | +3.4% |
| 30D | -10.3% | +42.3% | -52.6% | -15.5% |
| 3M | -21.7% | +60.7% | -82.4% | -27.7% |
| 6M | -23.8% | +80.5% | -104.3% | -31.6% |
| YTD | +10.3% | -20.4% | +30.6% | +11.6% |
| 1Y | +5.7% | -9.6% | +15.3% | +4.7% |
| 3Y | +52.6% | -30.5% | +83.1% | +53.4% |
| 5Y | +127.1% | -75.7% | +202.8% | +159.4% |
| 10Y | +56.5% | +160.1% | -103.6% | +5.8% |
| All | +95.0% | +1,086.5% | -991.5% | +7.3% |
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