+167.2%
EPAM vs BTG
+144.7%
+22.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.5% | +11.2% | +5.2% |
| 7D | +18.8% | +13.0% | +5.8% | +17.6% |
| 30D | +44.9% | +1.1% | +43.8% | +44.6% |
| 3M | +68.6% | +5.3% | +63.3% | +67.4% |
| 6M | +65.4% | +1.1% | +64.4% | +64.2% |
| YTD | -19.9% | +19.2% | -39.1% | -21.8% |
| 1Y | -10.0% | +31.5% | -41.5% | -12.9% |
| 3Y | -30.3% | +94.3% | -124.5% | -36.2% |
| 5Y | -75.7% | +41.8% | -117.5% | -77.4% |
| 10Y | +167.2% | +162.9% | +4.3% | +153.8% |
| All | +167.2% | +144.7% | +22.5% | +153.8% |
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