+19.0%
BRO vs EPAM
-82.0%
+100.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -8.6% | -4.5% | -4.1% | -8.1% |
| 30D | -6.9% | +14.6% | -21.6% | -8.3% |
| 3M | +10.5% | +23.1% | -12.6% | +7.6% |
| 6M | -2.8% | -19.5% | +16.7% | -1.6% |
| YTD | -16.1% | -44.1% | +28.0% | -12.6% |
| 1Y | -27.6% | -25.2% | -2.4% | -26.7% |
| 3Y | -7.3% | -56.8% | +49.6% | -2.8% |
| 5Y | +19.0% | -81.7% | +100.7% | +34.1% |
| All | +19.0% | -82.0% | +100.9% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling