+889.2%
BNY vs EPAM
+1,086.5%
-197.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +3.9% | +2.4% | +1.4% | +3.4% |
| 30D | +11.9% | +42.3% | -30.4% | +4.5% |
| 3M | -5.0% | +60.7% | -65.7% | -13.6% |
| 6M | +14.6% | +80.5% | -65.9% | +1.0% |
| YTD | +34.5% | -20.4% | +54.9% | +36.8% |
| 1Y | +40.6% | -9.6% | +50.2% | +39.7% |
| 3Y | +261.7% | -30.5% | +292.2% | +264.8% |
| 5Y | +192.3% | -75.7% | +268.0% | +235.9% |
| 10Y | +324.0% | +160.1% | +163.9% | +180.4% |
| All | +889.2% | +1,086.5% | -197.4% | +408.7% |
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