+18.4%
BOXX vs EPAM
-63.8%
+82.2%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | 0.0% | -4.5% | +4.5% | 0.0% |
| 30D | +0.3% | +14.6% | -14.4% | +0.3% |
| 3M | +1.0% | +23.1% | -22.1% | +1.0% |
| 6M | +1.9% | -19.5% | +21.4% | +1.9% |
| YTD | +2.6% | -44.1% | +46.7% | +2.6% |
| 1Y | +4.0% | -25.2% | +29.2% | +4.0% |
| 3Y | +14.6% | -56.8% | +71.5% | +14.6% |
| All | +18.4% | -63.8% | +82.2% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling