+87.4%
BAC vs EPAM
-33.7%
+121.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.3% |
| 7D | -1.2% | +13.4% | -14.6% | -2.8% |
| 30D | -7.7% | +47.1% | -54.7% | -12.4% |
| 3M | -21.2% | +71.2% | -92.3% | -27.0% |
| 6M | -6.8% | +48.9% | -55.8% | -12.6% |
| YTD | -8.7% | -22.2% | +13.5% | -5.6% |
| 1Y | -5.3% | -5.2% | -0.1% | -5.6% |
| 3Y | +87.4% | -34.9% | +122.4% | +78.4% |
| All | +87.4% | -33.7% | +121.2% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling