+27.0%
BROS vs EPAM
-33.7%
+60.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.5% | -1.0% |
| 7D | -21.2% | +13.4% | -34.6% | -26.6% |
| 30D | -11.6% | +47.1% | -58.6% | -26.6% |
| 3M | -36.7% | +71.2% | -107.8% | -51.3% |
| 6M | -42.8% | +48.9% | -91.8% | -53.5% |
| YTD | -44.8% | -22.2% | -22.6% | -39.7% |
| 1Y | -36.5% | -5.2% | -31.4% | -37.3% |
| 3Y | +27.0% | -34.9% | +61.9% | +25.5% |
| All | +27.0% | -33.7% | +60.7% | +25.5% |
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