+736.0%
EPAM vs BG
+195.3%
+540.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | +2.0% | +2.8% | -0.8% | +1.4% |
| 30D | +6.5% | +12.0% | -5.5% | +3.9% |
| 3M | +19.9% | -7.7% | +27.6% | +21.4% |
| 6M | -16.9% | +4.5% | -21.4% | -18.3% |
| YTD | -42.9% | +35.7% | -78.6% | -47.2% |
| 1Y | -30.4% | +50.1% | -80.4% | -37.4% |
| 3Y | -54.7% | +12.6% | -67.3% | -57.1% |
| 5Y | -81.8% | +75.4% | -157.2% | -85.0% |
| 10Y | +65.5% | +150.5% | -85.0% | +13.4% |
| All | +736.0% | +195.3% | +540.7% | +442.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling