+248.0%
BR vs EPAM
+170.1%
+77.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.0% | -1.0% |
| 7D | +6.5% | +13.4% | -6.9% | +3.2% |
| 30D | +18.9% | +47.1% | -28.2% | +8.7% |
| 3M | +16.3% | +71.2% | -54.9% | +2.8% |
| 6M | +26.2% | +48.9% | -22.7% | +14.0% |
| YTD | -13.1% | -22.2% | +9.1% | -10.8% |
| 1Y | -10.5% | -5.2% | -5.3% | -11.9% |
| 3Y | +13.3% | -34.9% | +48.3% | +16.2% |
| 5Y | +19.9% | -77.4% | +97.3% | +50.9% |
| All | +248.0% | +170.1% | +77.9% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling