-69.4%
BTDR vs EPAM
-15.2%
-54.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.6% |
| 7D | -17.6% | +0.8% | -18.4% | -17.8% |
| 30D | -40.3% | +24.9% | -65.2% | -42.2% |
| 3M | -42.6% | +22.6% | -65.2% | -44.7% |
| 6M | -46.3% | +24.2% | -70.5% | -46.6% |
| YTD | -41.7% | -33.0% | -8.8% | -22.2% |
| 1Y | -69.4% | -13.3% | -56.1% | -60.7% |
| All | -69.4% | -15.2% | -54.2% | -60.7% |
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