-7.4%
BRO vs EPAM
-57.0%
+49.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.4% |
| 7D | -7.6% | -2.2% | -5.5% | -7.4% |
| 30D | -6.9% | +17.8% | -24.6% | -8.6% |
| 3M | +12.8% | +19.9% | -7.1% | +9.8% |
| 6M | -5.9% | -21.6% | +15.7% | -5.6% |
| YTD | -15.9% | -44.0% | +28.1% | -14.0% |
| 1Y | -28.1% | -30.5% | +2.4% | -27.8% |
| All | -7.4% | -57.0% | +49.7% | -5.6% |
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 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