-36.5%
BROS vs EPAM
-4.9%
-31.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.5% | -1.7% |
| 7D | -21.2% | +13.4% | -34.6% | -23.5% |
| 30D | -11.6% | +47.1% | -58.6% | -21.7% |
| 3M | -36.7% | +71.2% | -107.8% | -47.4% |
| 6M | -42.8% | +48.9% | -91.8% | -49.2% |
| YTD | -44.8% | -22.2% | -22.6% | -36.5% |
| 1Y | -36.5% | -5.2% | -31.4% | -39.7% |
| All | -36.5% | -4.9% | -31.6% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling