-13.3%
EPAM vs BTG
+24.4%
-37.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -1.3% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +24.9% | -0.8% | +25.7% | +24.8% |
| 3M | +22.6% | +31.8% | -9.3% | +19.3% |
| 6M | +24.2% | +20.4% | +3.8% | +20.1% |
| YTD | -33.0% | +14.7% | -47.7% | -33.9% |
| 1Y | -13.3% | +29.4% | -42.7% | -15.3% |
| All | -13.3% | +24.4% | -37.7% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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