+64.4%
BROS vs EPAM
-54.6%
+119.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.8% |
| 7D | -6.7% | +2.0% | -8.6% | -7.6% |
| 30D | -29.1% | +6.5% | -35.6% | -30.8% |
| 3M | -16.7% | +19.9% | -36.6% | -24.0% |
| 6M | -11.6% | -16.9% | +5.3% | -4.7% |
| YTD | -23.9% | -42.9% | +19.0% | -2.9% |
| 1Y | -34.8% | -30.4% | -4.4% | -25.1% |
| All | +64.4% | -54.6% | +119.0% | +92.9% |
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 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