-36.8%
BRKR vs EPAM
-81.2%
+44.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.8% |
| 7D | -8.7% | +0.7% | -9.4% | -8.8% |
| 30D | -9.9% | +17.6% | -27.4% | -12.7% |
| 3M | -3.1% | +27.1% | -30.2% | -8.9% |
| 6M | +45.5% | -17.0% | +62.4% | +49.4% |
| YTD | +13.7% | -42.4% | +56.1% | +25.6% |
| 1Y | +67.4% | -25.3% | +92.7% | +74.6% |
| 3Y | -13.2% | -55.7% | +42.5% | -2.8% |
| All | -36.8% | -81.2% | +44.4% | -19.4% |
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