-11.8%
BA vs EPAM
-4.9%
-6.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.7% |
| 7D | +1.1% | +13.4% | -12.3% | +0.4% |
| 30D | -7.9% | +47.1% | -55.0% | -10.3% |
| 3M | -25.3% | +71.2% | -96.5% | -27.8% |
| 6M | -24.6% | +48.9% | -73.5% | -26.6% |
| YTD | -20.1% | -22.2% | +2.1% | -20.4% |
| 1Y | -11.8% | -5.2% | -6.6% | -13.2% |
| All | -11.8% | -4.9% | -6.8% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling