+91.0%
BKNG vs EPAM
-81.8%
+172.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.7% |
| 7D | -13.1% | -2.2% | -11.0% | -12.7% |
| 30D | -18.5% | +17.8% | -36.3% | -21.5% |
| 3M | +5.8% | +19.9% | -14.1% | +0.6% |
| 6M | -2.1% | -21.6% | +19.5% | +2.0% |
| YTD | -18.6% | -44.0% | +25.4% | -9.2% |
| 1Y | -21.7% | -30.5% | +8.8% | -16.7% |
| 3Y | +40.9% | -56.8% | +97.7% | +59.4% |
| 5Y | +91.0% | -81.7% | +172.7% | +138.0% |
| All | +91.0% | -81.8% | +172.7% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling