+1,470.2%
BX vs EPAM
+1,084.1%
+386.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -2.8% | +18.5% | -21.4% | -9.1% |
| 30D | +7.3% | +44.0% | -36.7% | -5.8% |
| 3M | -16.3% | +63.0% | -79.3% | -29.6% |
| 6M | +2.5% | +67.3% | -64.8% | -16.1% |
| YTD | -17.6% | -20.5% | +2.9% | -14.8% |
| 1Y | -12.4% | -9.6% | -2.7% | -13.2% |
| 3Y | +36.2% | -30.8% | +67.0% | +40.1% |
| 5Y | +3.0% | -75.6% | +78.6% | +34.5% |
| 10Y | +680.0% | +159.6% | +520.4% | +419.5% |
| All | +1,470.2% | +1,084.1% | +386.1% | +748.4% |
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