+185.0%
BA vs EPAM
+899.0%
-714.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | +5.9% | +0.8% | +5.1% | +5.6% |
| 30D | -8.2% | +24.9% | -33.1% | -12.9% |
| 3M | -25.4% | +22.6% | -47.9% | -29.3% |
| 6M | -20.0% | +24.2% | -44.2% | -25.3% |
| YTD | -18.5% | -33.0% | +14.5% | -12.9% |
| 1Y | -10.6% | -13.3% | +2.7% | -10.6% |
| 3Y | -9.3% | -42.9% | +33.7% | -3.4% |
| 5Y | -16.9% | -80.8% | +63.9% | +6.8% |
| 10Y | +37.9% | +122.5% | -84.7% | -5.3% |
| All | +185.0% | +899.0% | -714.0% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling