-3.4%
BAC vs EPAM
-11.8%
+8.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.8% | +2.3% |
| 7D | +2.0% | +9.1% | -7.1% | +1.9% |
| 30D | -6.9% | +38.5% | -45.4% | -8.4% |
| 3M | -19.6% | +61.0% | -80.5% | -21.8% |
| 6M | -0.5% | +58.0% | -58.5% | -3.8% |
| YTD | -6.6% | -23.5% | +16.8% | -5.7% |
| All | -3.4% | -11.8% | +8.4% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling