+0.4%
BX vs EPAM
-77.4%
+77.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.9% |
| 7D | +1.8% | +13.4% | -11.6% | -3.0% |
| 30D | +7.9% | +47.1% | -39.2% | -5.4% |
| 3M | -9.6% | +71.2% | -80.8% | -24.5% |
| 6M | -2.3% | +48.9% | -51.2% | -16.2% |
| YTD | -19.3% | -22.2% | +3.0% | -15.6% |
| 1Y | -13.2% | -5.2% | -8.1% | -15.0% |
| 3Y | +33.8% | -34.9% | +68.7% | +40.5% |
| All | +0.4% | -77.4% | +77.8% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling