+30.3%
BND vs EPAM
+1,040.5%
-1,010.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +0.4% | +9.1% | -8.6% | +0.3% |
| 30D | +2.0% | +38.5% | -36.5% | +1.7% |
| 3M | -0.4% | +61.0% | -61.3% | -0.8% |
| 6M | -0.9% | +58.0% | -59.0% | -1.4% |
| YTD | -0.3% | -23.5% | +23.1% | -0.2% |
| 1Y | 0.0% | -10.5% | +10.5% | -0.1% |
| 3Y | +15.1% | -33.8% | +48.9% | +15.2% |
| 5Y | -1.5% | -78.1% | +76.6% | -0.8% |
| 10Y | +17.6% | +157.7% | -140.1% | +18.9% |
| All | +30.3% | +1,040.5% | -1,010.2% | +33.9% |
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