-10.0%
EPAM vs BUD
+38.6%
-48.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.5% | +4.4% |
| 7D | +18.8% | +6.0% | +12.8% | +17.5% |
| 30D | +44.9% | +11.3% | +33.7% | +42.8% |
| 3M | +68.6% | +3.6% | +65.0% | +66.0% |
| 6M | +65.4% | +7.7% | +57.7% | +64.0% |
| YTD | -19.9% | +36.4% | -56.2% | -18.5% |
| 1Y | -10.0% | +37.8% | -47.9% | -8.7% |
| All | -10.0% | +38.6% | -48.6% | -8.7% |
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