+18.0%
BLK vs EPAM
-15.2%
+33.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.5% |
| 7D | +5.7% | +0.8% | +4.9% | +5.6% |
| 30D | +14.8% | +24.9% | -10.1% | +12.0% |
| 3M | +8.8% | +22.6% | -13.8% | +6.1% |
| 6M | +17.6% | +24.2% | -6.6% | +14.7% |
| YTD | +16.3% | -33.0% | +49.2% | +25.4% |
| 1Y | +18.0% | -13.3% | +31.3% | +13.6% |
| All | +18.0% | -15.2% | +33.2% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling