-81.7%
EPAM vs BTG
+72.2%
-153.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.2% |
| 7D | -0.9% | +4.8% | -5.7% | -1.3% |
| 30D | +18.4% | +8.3% | +10.0% | +17.4% |
| 3M | +19.2% | +32.3% | -13.1% | +16.0% |
| 6M | -21.0% | +3.0% | -23.9% | -21.7% |
| YTD | -43.7% | +21.9% | -65.6% | -45.2% |
| 1Y | -29.9% | +28.2% | -58.0% | -32.8% |
| 3Y | -56.5% | +99.9% | -156.4% | -61.7% |
| 5Y | -81.7% | +73.6% | -155.2% | -84.3% |
| All | -81.7% | +72.2% | -153.9% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling