-81.7%
EPAM vs BG
+88.4%
-170.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -4.5% | +3.7% | -8.2% | -4.8% |
| 30D | +14.6% | +12.3% | +2.3% | +13.5% |
| 3M | +23.1% | -2.2% | +25.3% | +23.4% |
| 6M | -19.5% | +5.3% | -24.8% | -19.9% |
| YTD | -44.1% | +42.4% | -86.5% | -46.7% |
| 1Y | -25.2% | +55.2% | -80.4% | -29.7% |
| 3Y | -56.8% | +21.0% | -77.8% | -58.6% |
| 5Y | -81.7% | +87.1% | -168.9% | -84.3% |
| All | -81.7% | +88.4% | -170.1% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling