-33.8%
EPAM vs BUD
+48.5%
-82.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | +9.1% | +1.3% | +7.7% | +8.8% |
| 30D | +38.5% | +10.0% | +28.4% | +35.5% |
| 3M | +61.0% | +1.6% | +59.4% | +60.0% |
| 6M | +58.0% | +6.5% | +51.5% | +55.9% |
| YTD | -23.5% | +34.8% | -58.3% | -28.9% |
| 1Y | -10.5% | +36.5% | -47.0% | -17.3% |
| 3Y | -33.8% | +49.0% | -82.8% | -42.3% |
| All | -33.8% | +48.5% | -82.4% | -42.3% |
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