+233.0%
BAC vs EPAM
+165.6%
+67.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.9% | +18.5% | -20.4% | -5.8% |
| 30D | -7.2% | +44.0% | -51.2% | -14.7% |
| 3M | -20.4% | +63.0% | -83.4% | -29.1% |
| 6M | +1.3% | +67.3% | -66.0% | -11.5% |
| YTD | -6.4% | -20.5% | +14.1% | -4.5% |
| 1Y | -3.5% | -9.6% | +6.1% | -4.5% |
| 3Y | +96.7% | -30.8% | +127.5% | +98.9% |
| 5Y | +20.6% | -75.6% | +96.2% | +47.2% |
| 10Y | +233.0% | +159.6% | +73.5% | +73.5% |
| All | +233.0% | +165.6% | +67.4% | +73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling