-12.8%
BKNG vs EPAM
-32.1%
+19.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.3% |
| 7D | -6.0% | +2.0% | -8.0% | -6.6% |
| 30D | -6.6% | +6.5% | -13.2% | -9.0% |
| 3M | +15.7% | +19.9% | -4.2% | +7.7% |
| 6M | +14.1% | -16.9% | +31.1% | +19.6% |
| YTD | -9.3% | -42.9% | +33.5% | +5.2% |
| 1Y | -12.8% | -30.4% | +17.6% | -6.2% |
| All | -12.8% | -32.1% | +19.4% | -6.2% |
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