+2,022.3%
BLDR vs EPAM
+751.2%
+1,271.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.3% |
| 7D | -2.8% | +2.0% | -4.8% | -3.5% |
| 30D | -13.3% | +6.5% | -19.8% | -15.3% |
| 3M | -12.3% | +19.9% | -32.2% | -18.6% |
| 6M | -31.5% | -16.9% | -14.5% | -28.9% |
| YTD | -36.1% | -42.9% | +6.8% | -26.2% |
| 1Y | -54.1% | -30.4% | -23.7% | -50.6% |
| 3Y | -55.8% | -54.7% | -1.0% | -47.6% |
| 5Y | +20.7% | -81.8% | +102.5% | +73.4% |
| 10Y | +390.2% | +65.5% | +324.8% | +215.4% |
| All | +2,022.3% | +751.2% | +1,271.1% | +871.4% |
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