+12.5%
BR vs EPAM
-81.9%
+94.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.0% |
| 7D | -5.3% | +2.0% | -7.2% | -5.6% |
| 30D | +6.4% | +6.5% | -0.1% | +5.0% |
| 3M | +13.6% | +19.9% | -6.3% | +9.7% |
| 6M | -6.7% | -16.9% | +10.2% | -4.9% |
| YTD | -21.1% | -42.9% | +21.8% | -15.5% |
| 1Y | -29.6% | -30.4% | +0.8% | -26.9% |
| 3Y | -2.4% | -54.7% | +52.4% | +5.2% |
| All | +12.5% | -81.9% | +94.4% | +31.7% |
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 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