-8.5%
BX vs EPAM
-15.2%
+6.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.4% |
| 7D | +8.3% | +0.8% | +7.5% | +8.0% |
| 30D | +13.5% | +24.9% | -11.4% | +7.2% |
| 3M | -7.6% | +22.6% | -30.2% | -12.9% |
| 6M | +4.0% | +24.2% | -20.2% | -1.7% |
| YTD | -15.2% | -33.0% | +17.8% | -2.9% |
| 1Y | -8.5% | -13.3% | +4.8% | -1.1% |
| All | -8.5% | -15.2% | +6.7% | -1.1% |
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