+184.3%
BNS vs EPAM
+63.9%
+120.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.8% |
| 7D | +1.8% | -0.9% | +2.7% | +1.9% |
| 30D | +4.5% | +18.4% | -13.9% | +1.8% |
| 3M | +15.8% | +19.2% | -3.4% | +11.8% |
| 6M | +31.5% | -21.0% | +52.4% | +35.0% |
| YTD | +28.6% | -43.7% | +72.3% | +38.4% |
| 1Y | +48.2% | -29.9% | +78.1% | +53.2% |
| 3Y | +130.8% | -56.5% | +187.3% | +151.6% |
| 5Y | +94.9% | -81.7% | +176.6% | +137.1% |
| All | +184.3% | +63.9% | +120.4% | +97.8% |
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 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