+541.2%
BRO vs EPAM
+738.6%
-197.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.1% | -4.3% |
| 7D | -5.4% | -0.9% | -4.5% | -5.2% |
| 30D | -4.3% | +18.4% | -22.7% | -6.8% |
| 3M | +17.8% | +19.2% | -1.4% | +14.1% |
| 6M | -6.8% | -21.0% | +14.2% | -4.2% |
| YTD | -13.8% | -43.7% | +29.9% | -7.6% |
| 1Y | -27.8% | -29.9% | +2.1% | -25.4% |
| 3Y | -4.7% | -56.5% | +51.8% | +3.1% |
| 5Y | +20.6% | -81.7% | +102.3% | +41.9% |
| 10Y | +293.7% | +64.5% | +229.2% | +216.2% |
| All | +541.2% | +738.6% | -197.5% | +345.4% |
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