+67.4%
BRKR vs EPAM
-24.0%
+91.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.5% |
| 7D | -8.7% | +0.7% | -9.4% | -8.7% |
| 30D | -9.9% | +17.6% | -27.4% | -11.3% |
| 3M | -3.1% | +27.1% | -30.2% | -6.3% |
| 6M | +45.5% | -17.0% | +62.4% | +57.1% |
| YTD | +13.7% | -42.4% | +56.1% | +34.8% |
| 1Y | +67.4% | -25.3% | +92.7% | +89.0% |
| All | +67.4% | -24.0% | +91.4% | +89.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling