+172.4%
BTI vs EPAM
+751.2%
-578.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.9% |
| 7D | -1.4% | +2.0% | -3.3% | -1.6% |
| 30D | -6.6% | +6.5% | -13.1% | -7.3% |
| 3M | -3.0% | +19.9% | -22.9% | -4.9% |
| 6M | -6.7% | -16.9% | +10.3% | -5.7% |
| YTD | +0.6% | -42.9% | +43.4% | +4.6% |
| 1Y | +5.6% | -30.4% | +36.0% | +7.6% |
| 3Y | +110.3% | -54.7% | +165.1% | +119.7% |
| 5Y | +114.3% | -81.8% | +196.1% | +137.1% |
| 10Y | +67.7% | +65.5% | +2.2% | +32.6% |
| All | +172.4% | +751.2% | -578.8% | +89.6% |
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