+163.4%
EPAM vs BG
+111.0%
+52.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | +2.4% | +2.6% | -0.2% | +1.8% |
| 30D | +42.3% | -6.7% | +49.0% | +44.2% |
| 3M | +60.7% | -9.3% | +69.9% | +63.4% |
| 6M | +80.5% | -18.3% | +98.8% | +87.2% |
| YTD | -20.4% | +16.2% | -36.6% | -24.5% |
| 1Y | -9.6% | +7.6% | -17.2% | -12.8% |
| 3Y | -30.5% | +6.6% | -37.0% | -34.0% |
| 5Y | -75.7% | +22.2% | -97.9% | -78.5% |
| All | +163.4% | +111.0% | +52.4% | +75.9% |
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