-13.3%
EPAM vs BUD
+38.4%
-51.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.1% |
| 7D | +0.8% | +3.3% | -2.5% | +0.3% |
| 30D | +24.9% | +11.8% | +13.1% | +23.3% |
| 3M | +22.6% | -1.1% | +23.7% | +21.5% |
| 6M | +24.2% | +14.9% | +9.3% | +26.6% |
| YTD | -33.0% | +32.6% | -65.5% | -31.7% |
| 1Y | -13.3% | +37.2% | -50.5% | -12.3% |
| All | -13.3% | +38.4% | -51.7% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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