+157.7%
EPAM vs BUD
-8.7%
+166.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.2% |
| 7D | +9.1% | +1.3% | +7.7% | +8.5% |
| 30D | +38.5% | +10.0% | +28.4% | +33.0% |
| 3M | +61.0% | +1.6% | +59.4% | +59.9% |
| 6M | +58.0% | +6.5% | +51.5% | +53.8% |
| YTD | -23.5% | +34.8% | -58.3% | -33.8% |
| 1Y | -10.5% | +36.5% | -47.0% | -23.2% |
| 3Y | -33.8% | +49.0% | -82.8% | -46.7% |
| 5Y | -78.1% | +51.7% | -129.8% | -82.2% |
| 10Y | +157.7% | -7.5% | +165.3% | +121.0% |
| All | +157.7% | -8.7% | +166.5% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling