+212.3%
BAH vs EPAM
+168.6%
+43.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.8% | +0.2% |
| 7D | +0.5% | +18.8% | -18.3% | -2.1% |
| 30D | +18.2% | +44.9% | -26.7% | +12.0% |
| 3M | +13.1% | +68.6% | -55.5% | +5.0% |
| 6M | +15.2% | +65.4% | -50.2% | +6.8% |
| YTD | +6.0% | -19.9% | +25.9% | +6.7% |
| 1Y | +3.1% | -10.0% | +13.1% | +2.5% |
| 3Y | -26.2% | -30.3% | +4.1% | -26.0% |
| 5Y | +9.3% | -75.7% | +85.0% | +25.8% |
| 10Y | +212.3% | +167.2% | +45.1% | +62.8% |
| All | +212.3% | +168.6% | +43.6% | +62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling