-39.9%
BTDR vs EPAM
-71.4%
+31.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -3.9% | +17.1% | +13.7% |
| 7D | -10.4% | +13.4% | -23.7% | -12.7% |
| 30D | -42.2% | +47.1% | -89.2% | -46.1% |
| 3M | -42.8% | +71.2% | -114.0% | -48.1% |
| 6M | -60.2% | +48.9% | -109.1% | -63.5% |
| YTD | -46.3% | -22.2% | -24.1% | -44.4% |
| 1Y | -71.7% | -5.2% | -66.5% | -71.6% |
| 3Y | +54.6% | -34.9% | +89.6% | +58.3% |
| 5Y | -39.5% | -77.4% | +37.9% | -38.0% |
| All | -39.9% | -71.4% | +31.5% | -38.1% |
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