+736.0%
EPAM vs BTG
+79.4%
+656.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.9% |
| 3M | +19.9% | +23.1% | -3.2% | +18.6% |
| 6M | -16.9% | +3.5% | -20.4% | -17.4% |
| YTD | -42.9% | +25.5% | -68.4% | -43.8% |
| 1Y | -30.4% | +40.1% | -70.5% | -32.0% |
| 3Y | -54.7% | +101.1% | -155.8% | -56.9% |
| 5Y | -81.8% | +70.6% | -152.4% | -82.7% |
| 10Y | +65.5% | +152.1% | -86.7% | +57.5% |
| All | +736.0% | +79.4% | +656.6% | +723.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling