-9.0%
EPAM vs BUD
+31.7%
-40.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.1% | -1.6% | +0.5% | -0.7% |
| 30D | +41.8% | +6.7% | +35.2% | +40.8% |
| 3M | +63.4% | +5.9% | +57.5% | +61.9% |
| 6M | +72.2% | +5.1% | +67.1% | +71.7% |
| YTD | -20.0% | +32.9% | -52.9% | -18.7% |
| 1Y | -9.0% | +31.8% | -40.9% | -7.4% |
| All | -9.0% | +31.7% | -40.8% | -7.4% |
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