-55.0%
EPAM vs BUD
+50.7%
-105.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | +6.5% | -5.7% | +12.2% | +7.9% |
| 3M | +19.9% | +3.1% | +16.8% | +19.3% |
| 6M | -16.9% | +7.9% | -24.8% | -18.2% |
| YTD | -42.9% | +27.3% | -70.2% | -46.7% |
| 1Y | -30.4% | +37.8% | -68.2% | -36.8% |
| All | -55.0% | +50.7% | -105.7% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling