+687.8%
BN vs EPAM
+1,105.1%
-417.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +20.6% | -23.7% | -7.7% |
| 7D | +5.7% | +23.0% | -17.3% | +0.3% |
| 30D | +12.0% | +51.6% | -39.6% | +1.2% |
| 3M | -6.1% | +50.8% | -56.9% | -15.6% |
| 6M | -8.6% | +51.1% | -59.7% | -18.7% |
| YTD | -8.5% | -19.1% | +10.6% | -6.8% |
| 1Y | -8.4% | +3.0% | -11.4% | -11.9% |
| 3Y | +92.3% | -31.2% | +123.4% | +96.7% |
| 5Y | +31.3% | -76.5% | +107.8% | +58.3% |
| 10Y | +280.5% | +168.4% | +112.1% | +177.5% |
| All | +687.8% | +1,105.1% | -417.3% | +401.8% |
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