+751.5%
BLK vs EPAM
+751.2%
+0.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | +0.2% |
| 7D | -3.6% | +2.0% | -5.6% | -4.1% |
| 30D | -1.0% | +6.5% | -7.5% | -3.0% |
| 3M | +10.4% | +19.9% | -9.6% | +4.4% |
| 6M | +8.2% | -16.9% | +25.1% | +11.2% |
| YTD | +6.0% | -42.9% | +48.9% | +18.4% |
| 1Y | +3.3% | -30.4% | +33.7% | +9.3% |
| 3Y | +70.3% | -54.7% | +125.0% | +92.9% |
| 5Y | +34.5% | -81.8% | +116.3% | +75.5% |
| 10Y | +281.9% | +65.5% | +216.5% | +171.5% |
| All | +751.5% | +751.2% | +0.3% | +374.3% |
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