+26.3%
BP vs EPAM
-11.8%
+38.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | -6.9% | +9.1% | -15.9% | -6.7% |
| 30D | -3.6% | +38.5% | -42.1% | -3.4% |
| 3M | +8.4% | +61.0% | -52.5% | +8.9% |
| 6M | +5.3% | +58.0% | -52.7% | +5.6% |
| YTD | +33.2% | -23.5% | +56.6% | +27.5% |
| All | +26.3% | -11.8% | +38.1% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling