+680.6%
BN vs EPAM
+1,058.6%
-378.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +2.9% | -0.1% |
| 7D | +5.3% | +13.4% | -8.0% | +1.8% |
| 30D | +11.9% | +47.1% | -35.2% | +1.8% |
| 3M | -5.7% | +71.2% | -76.9% | -17.5% |
| 6M | -10.6% | +48.9% | -59.5% | -20.3% |
| YTD | -9.4% | -22.2% | +12.9% | -6.8% |
| 1Y | -8.8% | -5.2% | -3.6% | -10.6% |
| 3Y | +95.6% | -34.9% | +130.6% | +102.7% |
| 5Y | +30.2% | -77.4% | +107.6% | +58.2% |
| 10Y | +277.0% | +158.1% | +119.0% | +177.4% |
| All | +680.6% | +1,058.6% | -378.0% | +401.5% |
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 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