+816.6%
BKNG vs EPAM
+751.2%
+65.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.3% |
| 7D | -6.0% | +2.0% | -8.0% | -6.5% |
| 30D | -6.6% | +6.5% | -13.2% | -8.7% |
| 3M | +15.7% | +19.9% | -4.2% | +9.2% |
| 6M | +14.1% | -16.9% | +31.1% | +18.1% |
| YTD | -9.3% | -42.9% | +33.5% | +2.7% |
| 1Y | -12.8% | -30.4% | +17.6% | -6.5% |
| 3Y | +58.4% | -54.7% | +113.2% | +81.3% |
| 5Y | +114.1% | -81.8% | +196.0% | +183.1% |
| 10Y | +246.8% | +65.5% | +181.4% | +137.2% |
| All | +816.6% | +751.2% | +65.4% | +383.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling