-30.5%
EPAM vs BG
+49.9%
-80.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.6% |
| 7D | -2.2% | +0.5% | -2.7% | -2.0% |
| 30D | +17.8% | +10.3% | +7.5% | +19.7% |
| 3M | +19.9% | -1.9% | +21.8% | +20.9% |
| 6M | -21.6% | +5.2% | -26.8% | -19.7% |
| YTD | -44.0% | +41.2% | -85.2% | -41.0% |
| 1Y | -30.5% | +50.5% | -81.0% | -26.9% |
| All | -30.5% | +49.9% | -80.4% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling