+957.4%
BNY vs EPAM
+751.2%
+206.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.7% |
| 7D | +1.4% | +2.0% | -0.5% | +1.1% |
| 30D | +3.8% | +6.5% | -2.7% | +2.2% |
| 3M | +14.9% | +19.9% | -5.0% | +10.0% |
| 6M | +40.3% | -16.9% | +57.3% | +43.3% |
| YTD | +43.8% | -42.9% | +86.6% | +56.4% |
| 1Y | +58.9% | -30.4% | +89.2% | +66.1% |
| 3Y | +290.4% | -54.7% | +345.1% | +328.6% |
| 5Y | +250.1% | -81.8% | +331.9% | +324.8% |
| 10Y | +410.7% | +65.5% | +345.3% | +268.9% |
| All | +957.4% | +751.2% | +206.2% | +481.6% |
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