+149.5%
BRKR vs EPAM
+74.2%
+75.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -1.0% |
| 7D | -8.7% | +0.7% | -9.4% | -8.9% |
| 30D | -9.9% | +17.6% | -27.4% | -13.8% |
| 3M | -3.1% | +27.1% | -30.2% | -11.0% |
| 6M | +45.5% | -17.0% | +62.4% | +50.1% |
| YTD | +13.7% | -42.4% | +56.1% | +29.2% |
| 1Y | +67.4% | -25.3% | +92.7% | +75.8% |
| 3Y | -13.2% | -55.7% | +42.5% | +1.5% |
| 5Y | -39.5% | -81.2% | +41.7% | -15.2% |
| All | +149.5% | +74.2% | +75.2% | +36.6% |
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