-7.8%
BURL vs EPAM
+4.5%
-12.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +20.6% | -23.6% | -2.9% |
| 7D | +3.5% | +23.0% | -19.5% | +3.5% |
| 30D | -9.3% | +51.6% | -60.9% | -9.8% |
| 3M | -32.1% | +50.8% | -82.9% | -32.6% |
| 6M | -19.8% | +51.1% | -70.9% | -20.3% |
| YTD | -13.2% | -19.1% | +5.9% | -11.2% |
| 1Y | -7.8% | +3.0% | -10.8% | -6.0% |
| All | -7.8% | +4.5% | -12.4% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling