+258.1%
BNS vs EPAM
+751.2%
-493.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.8% |
| 7D | +1.5% | +2.0% | -0.4% | +1.3% |
| 30D | +6.0% | +6.5% | -0.6% | +4.7% |
| 3M | +16.3% | +19.9% | -3.6% | +12.5% |
| 6M | +28.8% | -16.9% | +45.7% | +30.9% |
| YTD | +30.0% | -42.9% | +72.8% | +38.6% |
| 1Y | +50.7% | -30.4% | +81.1% | +55.5% |
| 3Y | +125.4% | -54.7% | +180.1% | +142.1% |
| 5Y | +94.2% | -81.8% | +176.0% | +127.0% |
| 10Y | +182.8% | +65.5% | +117.4% | +126.4% |
| All | +258.1% | +751.2% | -493.1% | +148.9% |
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