+296.6%
BN vs EPAM
+158.4%
+138.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | +13.6% | +41.8% | -28.3% | +2.8% |
| 3M | -6.7% | +63.4% | -70.0% | -18.9% |
| 6M | -9.0% | +72.2% | -81.2% | -23.3% |
| YTD | -8.8% | -20.0% | +11.2% | -6.4% |
| 1Y | -10.6% | -9.0% | -1.6% | -11.5% |
| 3Y | +98.8% | -30.4% | +129.2% | +103.3% |
| 5Y | +33.6% | -75.6% | +109.2% | +71.0% |
| All | +296.6% | +158.4% | +138.2% | +131.9% |
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