+113.9%
BP vs EPAM
+751.2%
-637.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.8% |
| 7D | +3.9% | +2.0% | +2.0% | +3.7% |
| 30D | +7.6% | +6.5% | +1.1% | +6.3% |
| 3M | +0.7% | +19.9% | -19.2% | -2.5% |
| 6M | +15.5% | -16.9% | +32.4% | +17.3% |
| YTD | +30.8% | -42.9% | +73.7% | +38.9% |
| 1Y | +34.3% | -30.4% | +64.7% | +38.2% |
| 3Y | +35.1% | -54.7% | +89.8% | +43.9% |
| 5Y | +126.8% | -81.8% | +208.6% | +161.1% |
| 10Y | +123.4% | +65.5% | +57.9% | +72.8% |
| All | +113.9% | +751.2% | -637.3% | +44.7% |
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