+289.5%
BNY vs EPAM
-57.0%
+346.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +0.3% | -2.2% | +2.4% | +0.6% |
| 30D | +1.9% | +17.8% | -15.8% | -0.2% |
| 3M | +13.9% | +19.9% | -6.0% | +10.4% |
| 6M | +42.3% | -21.6% | +63.9% | +47.0% |
| YTD | +41.8% | -44.0% | +85.9% | +53.7% |
| 1Y | +57.9% | -30.5% | +88.5% | +65.5% |
| All | +289.5% | -57.0% | +346.5% | +316.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling