-0.9%
BA vs EPAM
-81.9%
+81.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.2% |
| 7D | +1.2% | +2.0% | -0.8% | +0.8% |
| 30D | -11.6% | +6.5% | -18.2% | -12.8% |
| 3M | -2.4% | +19.9% | -22.3% | -6.0% |
| 6M | -6.6% | -16.9% | +10.3% | -4.6% |
| YTD | -2.2% | -42.9% | +40.6% | +5.8% |
| 1Y | -8.0% | -30.4% | +22.4% | -4.3% |
| 3Y | -5.0% | -54.7% | +49.7% | +3.2% |
| All | -0.9% | -81.9% | +81.0% | +13.0% |
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