+31.1%
BA vs EPAM
+180.9%
-149.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +20.6% | -23.2% | -7.8% |
| 7D | -0.1% | +23.0% | -23.1% | -6.0% |
| 30D | -9.1% | +51.6% | -60.7% | -19.2% |
| 3M | -28.2% | +50.8% | -79.0% | -36.4% |
| 6M | -23.1% | +51.1% | -74.3% | -32.8% |
| YTD | -20.6% | -19.1% | -1.4% | -18.9% |
| 1Y | -12.7% | +3.0% | -15.7% | -17.1% |
| 3Y | -11.6% | -31.2% | +19.6% | -10.4% |
| 5Y | -23.1% | -76.5% | +53.3% | +2.2% |
| All | +31.1% | +180.9% | -149.9% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling