-13.6%
BKNG vs EPAM
-15.2%
+1.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.6% | +10.4% | +10.0% |
| 7D | +15.6% | +0.8% | +14.7% | +15.2% |
| 30D | +8.0% | +24.9% | -16.9% | +1.0% |
| 3M | -11.8% | +22.6% | -34.4% | -17.8% |
| 6M | +3.8% | +24.2% | -20.4% | -4.5% |
| YTD | -19.6% | -33.0% | +13.3% | -9.7% |
| 1Y | -13.6% | -13.3% | -0.3% | -7.0% |
| All | -13.6% | -15.2% | +1.6% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 1y: compounded portfolio wealth divided by compounded EPAM 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…
1y analysis · Full analysis span regression · 6 months rolling