+26.7%
BTDR vs EPAM
-79.3%
+106.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.6% |
| 7D | +22.4% | -0.9% | +23.3% | +22.6% |
| 30D | +16.5% | +18.4% | -1.9% | +13.3% |
| 3M | -31.5% | +19.2% | -50.7% | -34.1% |
| 6M | +74.0% | -21.0% | +95.0% | +80.1% |
| YTD | +13.0% | -43.7% | +56.7% | +24.8% |
| 1Y | -0.2% | -29.9% | +29.6% | +5.9% |
| 3Y | +9.9% | -56.5% | +66.4% | +19.9% |
| 5Y | +28.1% | -81.7% | +109.8% | +39.6% |
| All | +26.7% | -79.3% | +106.0% | +38.9% |
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