+270.0%
BRKR vs EPAM
+732.9%
-462.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -9.8% | -4.5% | -5.4% | -8.8% |
| 30D | -6.1% | +14.6% | -20.7% | -9.4% |
| 3M | -2.4% | +23.1% | -25.5% | -9.2% |
| 6M | +46.7% | -19.5% | +66.1% | +52.1% |
| YTD | +14.0% | -44.1% | +58.1% | +29.2% |
| 1Y | +76.5% | -25.2% | +101.7% | +84.6% |
| 3Y | -11.7% | -56.8% | +45.1% | +2.9% |
| 5Y | -39.3% | -81.7% | +42.4% | -19.1% |
| 10Y | +154.1% | +68.2% | +85.9% | +75.9% |
| All | +270.0% | +732.9% | -462.8% | +98.1% |
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