+263.2%
BAC vs EPAM
+170.1%
+93.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.1% |
| 7D | -1.2% | +13.4% | -14.6% | -4.3% |
| 30D | -7.7% | +47.1% | -54.7% | -15.6% |
| 3M | -21.2% | +71.2% | -92.3% | -30.5% |
| 6M | -6.8% | +48.9% | -55.8% | -16.4% |
| YTD | -8.7% | -22.2% | +13.5% | -6.4% |
| 1Y | -5.3% | -5.2% | -0.1% | -7.4% |
| 3Y | +87.4% | -34.9% | +122.4% | +92.2% |
| 5Y | +18.9% | -77.4% | +96.3% | +48.8% |
| All | +263.2% | +170.1% | +93.1% | +88.9% |
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