+269.1%
BLK vs EPAM
+69.2%
+199.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -5.2% | -4.5% | -0.7% | -4.1% |
| 30D | -7.0% | +14.6% | -21.7% | -10.3% |
| 3M | +5.7% | +23.1% | -17.4% | -1.0% |
| 6M | +11.0% | -19.5% | +30.5% | +15.4% |
| YTD | +0.9% | -44.1% | +45.0% | +14.1% |
| 1Y | -1.6% | -25.2% | +23.6% | +2.6% |
| 3Y | +64.5% | -56.8% | +121.3% | +90.2% |
| 5Y | +30.9% | -81.7% | +112.6% | +78.6% |
| All | +269.1% | +69.2% | +199.8% | +125.1% |
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