+17.5%
BND vs EPAM
+157.4%
-139.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -1.4% | +2.4% | -3.8% | -1.5% |
| 30D | +0.6% | +42.3% | -41.7% | 0.0% |
| 3M | -1.6% | +60.7% | -62.3% | -2.4% |
| 6M | -1.5% | +80.5% | -82.0% | -2.6% |
| YTD | -1.5% | -20.4% | +18.9% | -1.3% |
| 1Y | -1.1% | -9.6% | +8.5% | -1.1% |
| 3Y | +13.6% | -30.5% | +44.1% | +13.7% |
| 5Y | -1.8% | -75.7% | +73.9% | 0.0% |
| All | +17.5% | +157.4% | -139.9% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling