+95.3%
BURL vs EPAM
-42.9%
+138.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.3% | +7.8% |
| 7D | +10.4% | +0.8% | +9.6% | +10.2% |
| 30D | -4.9% | +24.9% | -29.9% | -8.1% |
| 3M | -29.8% | +22.6% | -52.3% | -32.3% |
| 6M | -16.5% | +24.2% | -40.7% | -20.0% |
| YTD | -10.5% | -33.0% | +22.4% | -4.3% |
| 1Y | -5.3% | -13.3% | +8.0% | -4.6% |
| All | +95.3% | -42.9% | +138.2% | +109.3% |
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 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