+34.0%
BN vs EPAM
-75.7%
+109.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.2% |
| 3M | -9.0% | +60.7% | -69.7% | -18.4% |
| 6M | -8.8% | +80.5% | -89.3% | -21.2% |
| YTD | -10.3% | -20.4% | +10.1% | -7.8% |
| 1Y | -5.8% | -9.6% | +3.8% | -6.0% |
| 3Y | +94.8% | -30.5% | +125.3% | +99.0% |
| All | +34.0% | -75.7% | +109.7% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling