+95.6%
BN vs EPAM
-33.7%
+129.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +2.9% | -0.1% |
| 7D | +5.3% | +13.4% | -8.0% | +2.2% |
| 30D | +11.9% | +47.1% | -35.2% | +2.3% |
| 3M | -5.7% | +71.2% | -76.9% | -17.1% |
| 6M | -10.6% | +48.9% | -59.5% | -19.6% |
| YTD | -9.4% | -22.2% | +12.9% | -3.7% |
| 1Y | -8.8% | -5.2% | -3.6% | -8.5% |
| 3Y | +95.6% | -34.9% | +130.6% | +92.5% |
| All | +95.6% | -33.7% | +129.3% | +92.5% |
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