+102.3%
BN vs EPAM
-31.2%
+133.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.7% | -6.0% | -2.3% |
| 7D | +4.3% | +18.8% | -14.5% | +0.1% |
| 30D | +14.3% | +44.9% | -30.7% | +4.9% |
| 3M | -4.1% | +68.6% | -72.7% | -15.3% |
| 6M | -9.7% | +65.4% | -75.1% | -20.9% |
| YTD | -7.1% | -19.9% | +12.7% | -2.0% |
| 1Y | -7.4% | -10.0% | +2.6% | -5.5% |
| 3Y | +102.3% | -30.3% | +132.6% | +86.8% |
| All | +102.3% | -31.2% | +133.6% | +86.8% |
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