-43.6%
BROS vs EPAM
-75.9%
+32.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -20.4% | +18.5% | -38.9% | -26.2% |
| 30D | -6.1% | +44.0% | -50.1% | -18.5% |
| 3M | -29.4% | +63.0% | -92.4% | -41.4% |
| 6M | -31.5% | +67.3% | -98.8% | -44.2% |
| YTD | -42.8% | -20.5% | -22.3% | -40.9% |
| 1Y | -37.5% | -9.6% | -27.9% | -38.1% |
| 3Y | +27.2% | -30.8% | +58.0% | +32.1% |
| All | -43.6% | -75.9% | +32.3% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling