+135.7%
BP vs EPAM
+165.6%
-29.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -0.8% | +18.5% | -19.3% | -3.3% |
| 30D | -3.1% | +44.0% | -47.2% | -8.2% |
| 3M | +6.2% | +63.0% | -56.8% | -1.3% |
| 6M | +4.8% | +67.3% | -62.5% | -3.7% |
| YTD | +35.2% | -20.5% | +55.7% | +37.0% |
| 1Y | +27.4% | -9.6% | +37.0% | +26.5% |
| 3Y | +49.8% | -30.8% | +80.6% | +50.1% |
| 5Y | +109.4% | -75.6% | +185.0% | +140.0% |
| 10Y | +135.7% | +159.6% | -23.9% | +62.1% |
| All | +135.7% | +165.6% | -29.9% | +62.1% |
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