-55.5%
EPAM vs BTG
+105.8%
-161.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.3% |
| 7D | +2.0% | -0.9% | +2.8% | +2.0% |
| 30D | +6.5% | +36.8% | -30.3% | +5.5% |
| 3M | +19.9% | +23.1% | -3.2% | +18.9% |
| 6M | -16.9% | +3.5% | -20.4% | -17.3% |
| YTD | -42.9% | +25.5% | -68.4% | -43.1% |
| 1Y | -30.4% | +40.1% | -70.5% | -31.3% |
| All | -55.5% | +105.8% | -161.3% | -56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling