+1,635.6%
BX vs EPAM
+751.2%
+884.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.3% |
| 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% | +7.8% |
| 6M | +21.6% | -16.9% | +38.6% | +26.8% |
| YTD | -8.9% | -42.9% | +34.0% | +6.3% |
| 1Y | -16.6% | -30.4% | +13.8% | -9.3% |
| 3Y | +43.3% | -54.7% | +98.1% | +71.7% |
| 5Y | +25.7% | -81.8% | +107.5% | +83.1% |
| 10Y | +689.5% | +65.5% | +624.0% | +508.2% |
| All | +1,635.6% | +751.2% | +884.4% | +959.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling