+127.7%
BP vs EPAM
+163.7%
-36.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -6.9% | +9.1% | -15.9% | -8.2% |
| 30D | -3.6% | +38.5% | -42.1% | -8.2% |
| 3M | +8.4% | +61.0% | -52.5% | +1.0% |
| 6M | +5.3% | +58.0% | -52.7% | -2.5% |
| YTD | +33.2% | -23.5% | +56.6% | +35.6% |
| 1Y | +28.2% | -10.5% | +38.7% | +27.4% |
| 3Y | +49.2% | -33.8% | +83.1% | +50.5% |
| 5Y | +102.9% | -78.1% | +181.0% | +138.2% |
| 10Y | +127.7% | +157.7% | -30.0% | +61.1% |
| All | +127.7% | +163.7% | -36.0% | +61.1% |
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