+468.7%
BTSG vs EPAM
-59.7%
+528.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.2% |
| 7D | +5.7% | -0.9% | +6.6% | +5.9% |
| 30D | +0.2% | +18.4% | -18.1% | -2.2% |
| 3M | +5.6% | +19.2% | -13.6% | +2.4% |
| 6M | +50.8% | -21.0% | +71.7% | +57.9% |
| YTD | +67.0% | -43.7% | +110.8% | +86.6% |
| 1Y | +145.5% | -29.9% | +175.4% | +160.8% |
| All | +468.7% | -59.7% | +528.4% | +507.1% |
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