-34.9%
EPAM vs BG
+1.9%
-36.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.4% | -3.9% |
| 7D | +13.4% | +2.5% | +10.8% | +13.2% |
| 30D | +47.1% | -6.1% | +53.1% | +47.5% |
| 3M | +71.2% | -8.5% | +79.7% | +71.7% |
| 6M | +48.9% | -20.4% | +69.3% | +51.0% |
| YTD | -22.2% | +13.3% | -35.5% | -24.9% |
| 1Y | -5.2% | +7.3% | -12.4% | -7.7% |
| 3Y | -34.9% | +2.6% | -37.5% | -38.6% |
| All | -34.9% | +1.9% | -36.9% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling