+200.5%
BTI vs EPAM
+1,040.5%
-840.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.2% |
| 7D | -2.9% | +9.1% | -12.0% | -3.8% |
| 30D | +8.3% | +38.5% | -30.2% | +5.0% |
| 3M | +2.9% | +61.0% | -58.1% | -1.7% |
| 6M | +6.2% | +58.0% | -51.8% | +1.2% |
| YTD | +10.9% | -23.5% | +34.4% | +12.2% |
| 1Y | +16.6% | -10.5% | +27.1% | +16.0% |
| 3Y | +142.2% | -33.8% | +176.1% | +143.7% |
| 5Y | +151.3% | -78.1% | +229.4% | +175.4% |
| 10Y | +113.9% | +157.7% | -43.8% | +61.8% |
| All | +200.5% | +1,040.5% | -840.1% | +103.3% |
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