+659.0%
BN vs EPAM
+751.2%
-92.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | -2.5% | +2.0% | -4.4% | -2.9% |
| 30D | -9.5% | +6.5% | -16.0% | -11.2% |
| 3M | -10.4% | +19.9% | -30.3% | -15.0% |
| 6M | -6.4% | -16.9% | +10.6% | -3.7% |
| YTD | -11.9% | -42.9% | +31.0% | -1.9% |
| 1Y | -8.6% | -30.4% | +21.8% | -3.2% |
| 3Y | +77.6% | -54.7% | +132.3% | +101.6% |
| 5Y | +37.0% | -81.8% | +118.8% | +76.0% |
| 10Y | +266.4% | +65.5% | +200.9% | +196.8% |
| All | +659.0% | +751.2% | -92.2% | +427.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling