-10.0%
EPAM vs BTG
+31.1%
-41.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.5% | +11.2% | +5.2% |
| 7D | +18.8% | +13.0% | +5.8% | +17.4% |
| 30D | +44.9% | +1.1% | +43.8% | +44.4% |
| 3M | +68.6% | +5.3% | +63.3% | +67.0% |
| 6M | +65.4% | +1.1% | +64.4% | +63.2% |
| YTD | -19.9% | +19.2% | -39.1% | -21.7% |
| 1Y | -10.0% | +31.5% | -41.5% | -13.2% |
| All | -10.0% | +31.1% | -41.1% | -13.2% |
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