-20.4%
BA vs EPAM
-76.2%
+55.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -1.4% | +18.5% | -19.9% | -4.5% |
| 30D | -7.9% | +44.0% | -51.9% | -13.7% |
| 3M | -25.2% | +63.0% | -88.2% | -31.5% |
| 6M | -26.7% | +67.3% | -94.0% | -33.8% |
| YTD | -19.6% | -20.5% | +0.9% | -18.0% |
| 1Y | -10.6% | -9.6% | -1.0% | -11.1% |
| 3Y | -11.2% | -30.8% | +19.6% | -10.4% |
| 5Y | -20.4% | -75.6% | +55.2% | -12.3% |
| All | -20.4% | -76.2% | +55.8% | -12.3% |
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 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