-33.9%
BTDR vs EPAM
-71.8%
+37.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.6% | +11.5% | +10.1% |
| 7D | +7.1% | +9.1% | -1.9% | +5.0% |
| 30D | -31.4% | +38.5% | -69.8% | -35.4% |
| 3M | -39.2% | +61.0% | -100.2% | -44.4% |
| 6M | -50.9% | +58.0% | -109.0% | -55.6% |
| YTD | -41.0% | -23.5% | -17.6% | -38.7% |
| 1Y | -69.9% | -10.5% | -59.4% | -69.6% |
| 3Y | +87.3% | -33.8% | +121.1% | +92.0% |
| 5Y | -33.6% | -78.1% | +44.5% | -31.9% |
| All | -33.9% | -71.8% | +37.9% | -31.8% |
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