+625.7%
BX vs EPAM
+158.4%
+467.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.5% | -3.1% |
| 7D | -1.1% | -1.1% | +0.1% | -0.8% |
| 30D | +8.8% | +41.8% | -33.0% | -5.5% |
| 3M | -18.3% | +63.4% | -81.6% | -32.8% |
| 6M | -1.5% | +72.2% | -73.7% | -22.3% |
| YTD | -19.9% | -20.0% | +0.1% | -17.0% |
| 1Y | -14.5% | -9.0% | -5.5% | -15.6% |
| 3Y | +32.3% | -30.4% | +62.7% | +35.9% |
| 5Y | -1.1% | -75.6% | +74.5% | +39.8% |
| All | +625.7% | +158.4% | +467.3% | +315.9% |
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