+140.1%
BP vs EPAM
+158.4%
-18.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | +2.5% | -1.1% | +3.6% | +2.6% |
| 30D | -5.6% | +41.8% | -47.4% | -10.4% |
| 3M | +8.0% | +63.4% | -55.3% | +0.5% |
| 6M | +5.7% | +72.2% | -66.5% | -3.3% |
| YTD | +36.8% | -20.0% | +56.9% | +38.5% |
| 1Y | +30.7% | -9.0% | +39.8% | +29.7% |
| 3Y | +51.6% | -30.4% | +82.0% | +51.8% |
| 5Y | +112.2% | -75.6% | +187.8% | +143.4% |
| All | +140.1% | +158.4% | -18.4% | +66.1% |
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