+1,020.1%
EPAM vs BG
+151.7%
+868.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.0% |
| 7D | +9.1% | +7.4% | +1.7% | +7.5% |
| 30D | +38.5% | -1.5% | +40.0% | +38.8% |
| 3M | +61.0% | -6.1% | +67.0% | +62.4% |
| 6M | +58.0% | -18.0% | +76.1% | +63.4% |
| YTD | -23.5% | +15.6% | -39.1% | -27.0% |
| 1Y | -10.5% | +9.6% | -20.1% | -13.8% |
| 3Y | -33.8% | +6.3% | -40.1% | -36.8% |
| 5Y | -78.1% | +24.6% | -102.7% | -80.4% |
| 10Y | +157.7% | +98.1% | +59.6% | +84.5% |
| All | +1,020.1% | +151.7% | +868.4% | +649.9% |
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