+933.1%
BURL vs EPAM
+292.7%
+640.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.3% | +7.8% |
| 7D | +10.4% | +0.8% | +9.6% | +10.1% |
| 30D | -4.9% | +24.9% | -29.9% | -10.0% |
| 3M | -29.8% | +22.6% | -52.3% | -33.8% |
| 6M | -16.5% | +24.2% | -40.7% | -22.4% |
| YTD | -10.5% | -33.0% | +22.4% | -4.5% |
| 1Y | -5.3% | -13.3% | +8.0% | -5.5% |
| 3Y | +95.1% | -42.9% | +138.0% | +107.9% |
| 5Y | -12.1% | -80.8% | +68.8% | +13.3% |
| 10Y | +273.2% | +122.5% | +150.6% | +162.6% |
| All | +933.1% | +292.7% | +640.4% | +609.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling