-30.5%
EPAM vs BTG
+29.1%
-59.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -2.2% | +2.4% | -4.6% | -2.3% |
| 30D | +17.8% | +9.5% | +8.3% | +17.2% |
| 3M | +19.9% | +38.5% | -18.6% | +18.4% |
| 6M | -21.6% | +5.6% | -27.2% | -22.0% |
| YTD | -44.0% | +23.9% | -68.0% | -43.5% |
| 1Y | -30.5% | +32.1% | -62.6% | -34.7% |
| All | -30.5% | +29.1% | -59.6% | -34.7% |
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