+216.9%
BURL vs EPAM
+65.3%
+151.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.2% |
| 7D | -2.8% | +2.0% | -4.7% | -3.4% |
| 30D | -28.2% | +6.5% | -34.7% | -29.9% |
| 3M | -17.6% | +19.9% | -37.5% | -22.7% |
| 6M | -11.8% | -16.9% | +5.2% | -9.1% |
| YTD | -8.1% | -42.9% | +34.7% | +3.3% |
| 1Y | -12.0% | -30.4% | +18.4% | -6.8% |
| 3Y | +63.3% | -54.7% | +118.0% | +87.0% |
| 5Y | -10.8% | -81.8% | +71.0% | +21.6% |
| All | +216.9% | +65.3% | +151.6% | +102.8% |
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 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