+94.8%
BN vs EPAM
-30.1%
+124.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -1.0% | +2.4% | -3.4% | -1.5% |
| 30D | +14.0% | +42.3% | -28.4% | +5.0% |
| 3M | -9.0% | +60.7% | -69.7% | -18.8% |
| 6M | -8.8% | +80.5% | -89.3% | -22.0% |
| YTD | -10.3% | -20.4% | +10.1% | -5.1% |
| 1Y | -5.8% | -9.6% | +3.8% | -4.0% |
| 3Y | +94.8% | -30.5% | +125.3% | +79.0% |
| All | +94.8% | -30.1% | +124.9% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling