+68.4%
EPAM vs BG
+160.3%
-91.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -2.2% | +0.5% | -2.7% | -2.3% |
| 30D | +17.8% | +10.3% | +7.5% | +15.2% |
| 3M | +19.9% | -1.9% | +21.8% | +19.9% |
| 6M | -21.6% | +5.2% | -26.8% | -23.0% |
| YTD | -44.0% | +41.2% | -85.2% | -48.9% |
| 1Y | -30.5% | +50.5% | -81.0% | -37.9% |
| 3Y | -56.8% | +19.9% | -76.7% | -59.7% |
| 5Y | -81.7% | +86.7% | -168.4% | -85.5% |
| 10Y | +68.4% | +167.5% | -99.1% | +6.4% |
| All | +68.4% | +160.3% | -91.9% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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