+68.4%
EPAM vs BTG
+147.2%
-78.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | -2.2% | +2.4% | -4.6% | -2.3% |
| 30D | +17.8% | +9.5% | +8.3% | +16.9% |
| 3M | +19.9% | +38.5% | -18.6% | +16.8% |
| 6M | -21.6% | +5.6% | -27.2% | -22.4% |
| YTD | -44.0% | +23.9% | -68.0% | -45.4% |
| 1Y | -30.5% | +32.1% | -62.6% | -32.9% |
| 3Y | -56.8% | +103.2% | -160.0% | -60.4% |
| 5Y | -81.7% | +79.7% | -161.4% | -83.2% |
| 10Y | +68.4% | +159.1% | -90.7% | +58.4% |
| All | +68.4% | +147.2% | -78.8% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling