+302.3%
BN vs EPAM
+165.6%
+136.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -2.4% | +18.5% | -20.9% | -7.3% |
| 30D | +13.5% | +44.0% | -30.5% | +2.4% |
| 3M | -5.9% | +63.0% | -68.9% | -18.2% |
| 6M | -8.9% | +67.3% | -76.2% | -22.6% |
| YTD | -7.9% | -20.5% | +12.7% | -5.3% |
| 1Y | -8.3% | -9.6% | +1.3% | -9.1% |
| 3Y | +100.8% | -30.8% | +131.6% | +105.6% |
| 5Y | +38.2% | -75.6% | +113.8% | +76.8% |
| 10Y | +302.3% | +159.6% | +142.8% | +136.9% |
| All | +302.3% | +165.6% | +136.7% | +136.9% |
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