+966.5%
BR vs EPAM
+1,040.5%
-74.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +4.4% | +9.1% | -4.6% | +2.2% |
| 30D | +16.3% | +38.5% | -22.2% | +8.4% |
| 3M | +16.2% | +61.0% | -44.7% | +5.1% |
| 6M | +30.3% | +58.0% | -27.7% | +17.5% |
| YTD | -12.2% | -23.5% | +11.2% | -9.7% |
| 1Y | -11.3% | -10.5% | -0.7% | -11.5% |
| 3Y | +15.2% | -33.8% | +49.1% | +17.6% |
| 5Y | +18.0% | -78.1% | +96.2% | +41.0% |
| 10Y | +268.7% | +157.7% | +111.0% | +156.6% |
| All | +966.5% | +1,040.5% | -74.0% | +561.2% |
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