+679.5%
BX vs EPAM
+65.2%
+614.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.1% |
| 7D | -2.0% | -0.9% | -1.1% | -1.7% |
| 30D | -2.3% | +18.4% | -20.7% | -8.2% |
| 3M | +18.5% | +19.2% | -0.7% | +9.3% |
| 6M | +23.7% | -21.0% | +44.7% | +32.1% |
| YTD | -10.4% | -43.7% | +33.4% | +7.4% |
| 1Y | -19.6% | -29.9% | +10.3% | -11.9% |
| 3Y | +30.8% | -56.5% | +87.3% | +62.5% |
| 5Y | +24.3% | -81.7% | +106.0% | +96.3% |
| 10Y | +679.5% | +64.5% | +614.9% | +411.5% |
| All | +679.5% | +65.2% | +614.2% | +411.5% |
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