+241.7%
BA vs EPAM
+751.2%
-509.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.4% |
| 7D | +1.2% | +2.0% | -0.8% | +0.7% |
| 30D | -11.6% | +6.5% | -18.2% | -13.3% |
| 3M | -2.4% | +19.9% | -22.3% | -7.5% |
| 6M | -6.6% | -16.9% | +10.3% | -4.0% |
| YTD | -2.2% | -42.9% | +40.6% | +8.7% |
| 1Y | -8.0% | -30.4% | +22.4% | -3.1% |
| 3Y | -5.0% | -54.7% | +49.7% | +6.9% |
| 5Y | -2.7% | -81.8% | +79.1% | +25.5% |
| 10Y | +75.9% | +65.5% | +10.4% | +28.2% |
| All | +241.7% | +751.2% | -509.5% | +104.4% |
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