+510.5%
BTSG vs EPAM
-44.3%
+554.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.8% | +2.3% |
| 7D | +0.4% | +13.4% | -13.0% | -1.2% |
| 30D | +5.3% | +47.1% | -41.8% | +0.2% |
| 3M | +10.8% | +71.2% | -60.4% | +3.0% |
| 6M | +27.3% | +48.9% | -21.6% | +20.2% |
| YTD | +79.3% | -22.2% | +101.5% | +92.0% |
| 1Y | +106.0% | -5.2% | +111.2% | +111.5% |
| All | +510.5% | -44.3% | +554.8% | +524.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling