+256.7%
BNS vs EPAM
+1,093.7%
-837.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.4% | -1.4% |
| 7D | -1.1% | +18.8% | -19.9% | -3.8% |
| 30D | +4.7% | +44.9% | -40.2% | -0.9% |
| 3M | +5.5% | +68.6% | -63.0% | -2.5% |
| 6M | +21.7% | +65.4% | -43.7% | +11.7% |
| YTD | +29.5% | -19.9% | +49.4% | +31.0% |
| 1Y | +41.9% | -10.0% | +51.9% | +41.0% |
| 3Y | +148.5% | -30.3% | +178.8% | +149.8% |
| 5Y | +80.3% | -75.7% | +155.9% | +102.2% |
| 10Y | +184.7% | +167.2% | +17.5% | +113.2% |
| All | +256.7% | +1,093.7% | -837.1% | +135.3% |
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