-44.0%
BTDR vs EPAM
-70.7%
+26.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.2% | -8.6% |
| 7D | -6.9% | +2.4% | -9.3% | -7.2% |
| 30D | -31.5% | +42.3% | -73.9% | -35.8% |
| 3M | -36.1% | +60.7% | -96.7% | -41.4% |
| 6M | -57.6% | +80.5% | -138.1% | -62.5% |
| YTD | -50.0% | -20.4% | -29.7% | -48.4% |
| 1Y | -49.6% | -9.6% | -40.0% | -49.0% |
| 3Y | +48.5% | -30.5% | +79.0% | +51.5% |
| 5Y | -43.8% | -75.7% | +31.9% | -42.6% |
| All | -44.0% | -70.7% | +26.7% | -42.5% |
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