+23.8%
BTDR vs EPAM
-79.0%
+102.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.4% | +6.3% | +4.3% |
| 7D | +20.0% | +2.0% | +18.0% | +19.6% |
| 30D | +11.9% | +6.5% | +5.4% | +10.7% |
| 3M | -36.9% | +19.9% | -56.9% | -39.4% |
| 6M | +56.5% | -16.9% | +73.4% | +60.4% |
| YTD | +10.4% | -42.9% | +53.3% | +21.6% |
| 1Y | +3.1% | -30.4% | +33.5% | +9.6% |
| 3Y | -2.6% | -54.7% | +52.1% | +6.0% |
| 5Y | +25.2% | -81.8% | +107.0% | +36.0% |
| All | +23.8% | -79.0% | +102.8% | +35.4% |
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