+112.8%
BP vs EPAM
-75.7%
+188.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +3.8% | +2.4% | +1.4% | +3.6% |
| 30D | -5.3% | +42.3% | -47.6% | -8.2% |
| 3M | +9.3% | +60.7% | -51.4% | +4.7% |
| 6M | +7.2% | +80.5% | -73.3% | +1.2% |
| YTD | +38.0% | -20.4% | +58.4% | +39.4% |
| 1Y | +33.2% | -9.6% | +42.8% | +32.8% |
| 3Y | +50.3% | -30.5% | +80.8% | +50.3% |
| All | +112.8% | -75.7% | +188.5% | +119.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling