+251.7%
BAC vs EPAM
+163.7%
+88.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.8% | +2.6% |
| 7D | +2.0% | +9.1% | -7.1% | -0.5% |
| 30D | -6.9% | +38.5% | -45.4% | -13.8% |
| 3M | -19.6% | +61.0% | -80.5% | -28.2% |
| 6M | -0.5% | +58.0% | -58.5% | -11.9% |
| YTD | -6.6% | -23.5% | +16.8% | -4.0% |
| 1Y | -3.0% | -10.5% | +7.6% | -3.8% |
| 3Y | +97.3% | -33.8% | +131.1% | +101.4% |
| 5Y | +21.9% | -78.1% | +100.0% | +54.0% |
| 10Y | +251.7% | +157.7% | +93.9% | +82.9% |
| All | +251.7% | +163.7% | +88.0% | +82.9% |
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 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