-3.8%
BROS vs EPAM
-73.7%
+69.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.7% | -6.7% | -3.4% |
| 7D | -19.0% | +18.8% | -37.8% | -25.1% |
| 30D | -7.3% | +44.9% | -52.2% | -19.9% |
| 3M | -31.2% | +68.6% | -99.8% | -43.8% |
| 6M | -33.0% | +65.4% | -98.5% | -45.4% |
| YTD | -42.4% | -19.9% | -22.5% | -40.6% |
| 1Y | -37.7% | -10.0% | -27.7% | -38.3% |
| 3Y | +28.2% | -30.3% | +58.4% | +32.9% |
| 5Y | -43.4% | -75.7% | +32.3% | -14.8% |
| All | -3.8% | -73.7% | +69.9% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling