+72.2%
BTI vs EPAM
+63.0%
+9.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -2.4% | -2.2% | -0.3% | -2.3% |
| 30D | -4.8% | +17.8% | -22.5% | -6.1% |
| 3M | -8.1% | +19.9% | -28.0% | -9.8% |
| 6M | -4.2% | -21.6% | +17.4% | -2.8% |
| YTD | -1.3% | -44.0% | +42.7% | +2.7% |
| 1Y | +2.1% | -30.5% | +32.6% | +3.9% |
| 3Y | +108.9% | -56.8% | +165.7% | +119.0% |
| 5Y | +114.5% | -81.7% | +196.2% | +140.1% |
| 10Y | +72.2% | +68.4% | +3.8% | +21.5% |
| All | +72.2% | +63.0% | +9.2% | +21.5% |
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