+167.2%
EPAM vs BG
+95.6%
+71.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +5.0% |
| 7D | +18.8% | +5.0% | +13.8% | +17.6% |
| 30D | +44.9% | -3.2% | +48.2% | +45.8% |
| 3M | +68.6% | -11.2% | +79.8% | +72.2% |
| 6M | +65.4% | -19.4% | +84.9% | +71.9% |
| YTD | -19.9% | +13.6% | -33.5% | -23.7% |
| 1Y | -10.0% | +7.3% | -17.3% | -13.2% |
| 3Y | -30.3% | +3.8% | -34.0% | -33.3% |
| 5Y | -75.7% | +23.2% | -98.9% | -78.5% |
| 10Y | +167.2% | +97.9% | +69.3% | +81.8% |
| All | +167.2% | +95.6% | +71.6% | +81.8% |
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