-32.3%
EPAM vs BUD
+51.6%
-83.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | +1.8% | +18.8% | +20.2% |
| 7D | +23.0% | +7.1% | +15.9% | +21.1% |
| 30D | +51.6% | +12.7% | +38.9% | +47.6% |
| 3M | +50.8% | 0.0% | +50.8% | +50.4% |
| 6M | +51.1% | +7.6% | +43.5% | +48.8% |
| YTD | -19.1% | +35.0% | -54.1% | -24.9% |
| 1Y | +3.0% | +37.6% | -34.6% | -4.9% |
| All | -32.3% | +51.6% | -83.9% | -41.6% |
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