+19.7%
BAC vs EPAM
-77.2%
+96.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +20.6% | -24.3% | -6.4% |
| 7D | -2.7% | +23.0% | -25.7% | -5.8% |
| 30D | -8.0% | +51.6% | -59.6% | -13.7% |
| 3M | -20.9% | +50.8% | -71.7% | -26.1% |
| 6M | -5.4% | +51.1% | -56.5% | -12.1% |
| YTD | -8.1% | -19.1% | +11.0% | -6.7% |
| 1Y | -3.1% | +3.0% | -6.1% | -5.5% |
| 3Y | +88.1% | -31.2% | +119.3% | +90.2% |
| 5Y | +19.7% | -76.5% | +96.2% | +23.2% |
| All | +19.7% | -77.2% | +96.9% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling