+130.2%
BP vs EPAM
+170.1%
-39.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.1% |
| 7D | -11.6% | +13.4% | -25.0% | -13.4% |
| 30D | 0.0% | +47.1% | -47.0% | -5.5% |
| 3M | +6.7% | +71.2% | -64.4% | -1.4% |
| 6M | +2.2% | +48.9% | -46.8% | -4.6% |
| YTD | +33.0% | -22.2% | +55.2% | +35.2% |
| 1Y | +30.7% | -5.2% | +35.9% | +28.8% |
| 3Y | +44.2% | -34.9% | +79.1% | +45.9% |
| 5Y | +105.1% | -77.4% | +182.5% | +139.2% |
| All | +130.2% | +170.1% | -39.9% | +62.9% |
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