+44.7%
BP vs EPAM
-31.1%
+75.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +20.6% | -22.6% | -2.9% |
| 7D | -11.2% | +23.0% | -34.2% | -12.1% |
| 30D | -0.7% | +51.6% | -52.3% | -2.8% |
| 3M | +9.8% | +50.8% | -41.0% | +7.4% |
| 6M | -1.6% | +51.1% | -52.7% | -4.0% |
| YTD | +33.5% | -19.1% | +52.6% | +34.8% |
| 1Y | +31.7% | +3.0% | +28.8% | +30.2% |
| All | +44.7% | -31.1% | +75.8% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling