-23.1%
BA vs EPAM
+50.2%
-73.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +20.6% | -23.2% | -3.9% |
| 7D | -0.1% | +23.0% | -23.1% | -1.7% |
| 30D | -9.1% | +51.6% | -60.7% | -12.4% |
| 3M | -28.2% | +50.8% | -79.0% | -30.7% |
| 6M | -23.1% | +51.1% | -74.3% | -26.9% |
| All | -23.1% | +50.2% | -73.4% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling