-75.3%
EPAM vs BUD
+51.6%
-126.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -1.1% |
| 7D | +2.4% | +1.0% | +1.4% | +1.8% |
| 30D | +42.3% | +6.7% | +35.6% | +37.4% |
| 3M | +60.7% | +5.7% | +55.0% | +55.9% |
| 6M | +80.5% | +5.8% | +74.7% | +74.8% |
| YTD | -20.4% | +34.4% | -54.8% | -34.7% |
| 1Y | -9.6% | +33.3% | -42.9% | -25.6% |
| 3Y | -30.5% | +48.8% | -79.3% | -50.0% |
| All | -75.3% | +51.6% | -126.9% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling