+18.0%
BAC vs EPAM
-77.4%
+95.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.2% |
| 7D | -1.2% | +13.4% | -14.6% | -3.2% |
| 30D | -7.7% | +47.1% | -54.7% | -13.0% |
| 3M | -21.2% | +71.2% | -92.3% | -27.6% |
| 6M | -6.8% | +48.9% | -55.8% | -13.4% |
| YTD | -8.7% | -22.2% | +13.5% | -6.8% |
| 1Y | -5.3% | -5.2% | -0.1% | -6.5% |
| 3Y | +87.4% | -34.9% | +122.4% | +91.0% |
| All | +18.0% | -77.4% | +95.4% | +22.6% |
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