+318.3%
BLK vs EPAM
+157.4%
+161.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.7% | +2.4% | +1.3% | +3.1% |
| 30D | +13.9% | +42.3% | -28.4% | +3.4% |
| 3M | +3.9% | +60.7% | -56.7% | -8.9% |
| 6M | +13.0% | +80.5% | -67.5% | -5.3% |
| YTD | +16.1% | -20.4% | +36.5% | +18.9% |
| 1Y | +16.8% | -9.6% | +26.4% | +15.6% |
| 3Y | +97.7% | -30.5% | +128.1% | +100.2% |
| 5Y | +42.1% | -75.7% | +117.8% | +81.8% |
| All | +318.3% | +157.4% | +161.0% | +121.1% |
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