+285.2%
BRO vs EPAM
+74.2%
+211.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.7% |
| 7D | -7.3% | +0.7% | -8.1% | -7.4% |
| 30D | -6.9% | +17.6% | -24.4% | -9.4% |
| 3M | +10.7% | +27.1% | -16.4% | +5.6% |
| 6M | -2.7% | -17.0% | +14.3% | -0.6% |
| YTD | -16.3% | -42.4% | +26.1% | -10.0% |
| 1Y | -29.1% | -25.3% | -3.8% | -27.2% |
| 3Y | -7.8% | -55.7% | +47.9% | +0.2% |
| 5Y | +18.7% | -81.2% | +99.9% | +46.4% |
| All | +285.2% | +74.2% | +211.0% | +161.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling