+259.3%
BNS vs EPAM
+1,084.1%
-824.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -3.2% | +18.5% | -21.8% | -5.8% |
| 30D | +5.1% | +44.0% | -38.9% | -0.5% |
| 3M | +6.0% | +63.0% | -57.0% | -1.6% |
| 6M | +23.4% | +67.3% | -43.9% | +13.1% |
| YTD | +30.4% | -20.5% | +51.0% | +32.1% |
| 1Y | +44.0% | -9.6% | +53.6% | +42.9% |
| 3Y | +150.3% | -30.8% | +181.2% | +152.0% |
| 5Y | +83.0% | -75.6% | +158.7% | +105.2% |
| 10Y | +190.9% | +159.6% | +31.4% | +118.6% |
| All | +259.3% | +1,084.1% | -824.8% | +137.3% |
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