+658.6%
BKNG vs EPAM
+1,086.5%
-427.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.7% | +2.4% | -3.1% | -1.4% |
| 30D | -0.7% | +42.3% | -43.0% | -10.1% |
| 3M | -25.0% | +60.7% | -85.7% | -34.5% |
| 6M | +3.4% | +80.5% | -77.1% | -13.3% |
| YTD | -25.0% | -20.4% | -4.6% | -22.8% |
| 1Y | -20.7% | -9.6% | -11.1% | -21.1% |
| 3Y | +30.9% | -30.5% | +61.4% | +32.7% |
| 5Y | +66.6% | -75.7% | +142.3% | +103.3% |
| 10Y | +165.1% | +160.1% | +5.0% | +60.4% |
| All | +658.6% | +1,086.5% | -427.9% | +263.2% |
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 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