+71.4%
BAC vs EPAM
-81.9%
+153.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | +1.1% | +2.0% | -0.9% | +0.8% |
| 30D | -0.4% | +6.5% | -6.9% | -1.6% |
| 3M | +16.9% | +19.9% | -3.0% | +12.9% |
| 6M | +26.6% | -16.9% | +43.5% | +29.0% |
| YTD | +15.8% | -42.9% | +58.7% | +24.1% |
| 1Y | +27.2% | -30.4% | +57.5% | +31.7% |
| 3Y | +132.4% | -54.7% | +187.1% | +150.5% |
| All | +71.4% | -81.9% | +153.3% | +84.0% |
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