-7.9%
BROS vs EPAM
-74.4%
+66.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.5% | -1.2% |
| 7D | -21.2% | +13.4% | -34.6% | -26.0% |
| 30D | -11.6% | +47.1% | -58.6% | -24.0% |
| 3M | -36.7% | +71.2% | -107.8% | -48.6% |
| 6M | -42.8% | +48.9% | -91.8% | -51.7% |
| YTD | -44.8% | -22.2% | -22.6% | -42.6% |
| 1Y | -36.5% | -5.2% | -31.4% | -38.2% |
| 3Y | +27.0% | -34.9% | +61.9% | +34.4% |
| 5Y | -50.3% | -77.4% | +27.1% | -21.9% |
| All | -7.9% | -74.4% | +66.5% | +28.9% |
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