+118.3%
BP vs EPAM
+1,105.1%
-986.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +20.6% | -22.6% | -4.6% |
| 7D | -11.2% | +23.0% | -34.2% | -13.9% |
| 30D | -0.7% | +51.6% | -52.3% | -6.3% |
| 3M | +9.8% | +50.8% | -41.0% | +3.2% |
| 6M | -1.6% | +51.1% | -52.7% | -8.0% |
| YTD | +33.5% | -19.1% | +52.6% | +34.7% |
| 1Y | +31.7% | +3.0% | +28.8% | +28.3% |
| 3Y | +45.1% | -31.2% | +76.3% | +45.6% |
| 5Y | +105.9% | -76.5% | +182.4% | +129.9% |
| 10Y | +134.4% | +168.4% | -34.0% | +69.8% |
| All | +118.3% | +1,105.1% | -986.8% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling