+27.6%
BX vs EPAM
-81.9%
+109.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.4% |
| 7D | -4.4% | +2.0% | -6.3% | -5.0% |
| 30D | +0.1% | +6.5% | -6.4% | -2.4% |
| 3M | +16.0% | +19.9% | -3.9% | +8.0% |
| 6M | +21.6% | -16.9% | +38.6% | +26.9% |
| YTD | -8.9% | -42.9% | +34.0% | +6.4% |
| 1Y | -16.6% | -30.4% | +13.8% | -9.2% |
| 3Y | +43.3% | -54.7% | +98.1% | +71.1% |
| All | +27.6% | -81.9% | +109.5% | +88.7% |
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 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