+51.1%
EPAM vs BUD
+8.6%
+42.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | +1.8% | +18.8% | +19.3% |
| 7D | +23.0% | +7.1% | +15.9% | +18.1% |
| 30D | +51.6% | +12.7% | +38.9% | +41.2% |
| 3M | +50.8% | 0.0% | +50.8% | +49.7% |
| 6M | +51.1% | +7.6% | +43.5% | +45.1% |
| All | +51.1% | +8.6% | +42.6% | +45.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling