+209.9%
BKNG vs EPAM
+69.2%
+140.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -10.7% | -4.5% | -6.2% | -9.5% |
| 30D | -18.1% | +14.6% | -32.7% | -21.1% |
| 3M | +8.5% | +23.1% | -14.6% | +1.5% |
| 6M | -0.1% | -19.5% | +19.4% | +4.4% |
| YTD | -18.2% | -44.1% | +25.9% | -6.4% |
| 1Y | -19.9% | -25.2% | +5.3% | -15.4% |
| 3Y | +41.6% | -56.8% | +98.4% | +65.0% |
| 5Y | +93.1% | -81.7% | +174.8% | +162.7% |
| All | +209.9% | +69.2% | +140.7% | +84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling