+695.6%
BAC vs EPAM
+1,105.1%
-409.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +20.6% | -24.3% | -7.8% |
| 7D | -2.7% | +23.0% | -25.7% | -7.4% |
| 30D | -8.0% | +51.6% | -59.6% | -16.3% |
| 3M | -20.9% | +50.8% | -71.7% | -28.5% |
| 6M | -5.4% | +51.1% | -56.5% | -15.3% |
| YTD | -8.1% | -19.1% | +11.0% | -6.8% |
| 1Y | -3.1% | +3.0% | -6.1% | -7.0% |
| 3Y | +88.1% | -31.2% | +119.3% | +90.3% |
| 5Y | +19.7% | -76.5% | +96.2% | +42.4% |
| 10Y | +275.9% | +168.4% | +107.4% | +127.2% |
| All | +695.6% | +1,105.1% | -409.5% | +250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling