+30.5%
BND vs EPAM
+751.2%
-720.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | -0.1% | +2.0% | -2.1% | -0.2% |
| 30D | -0.4% | +6.5% | -6.9% | -0.4% |
| 3M | -0.6% | +19.9% | -20.6% | -0.8% |
| 6M | -1.4% | -16.9% | +15.5% | -1.3% |
| YTD | -0.2% | -42.9% | +42.6% | +0.2% |
| 1Y | +1.3% | -30.4% | +31.7% | +1.5% |
| 3Y | +13.2% | -54.7% | +67.9% | +13.7% |
| 5Y | -1.6% | -81.8% | +80.2% | -0.6% |
| 10Y | +15.5% | +65.5% | -50.0% | +16.9% |
| All | +30.5% | +751.2% | -720.7% | +34.4% |
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