+195.9%
BAH vs EPAM
+158.4%
+37.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | -2.6% | -1.1% | -1.4% | -2.4% |
| 30D | +20.4% | +41.8% | -21.5% | +14.4% |
| 3M | +11.9% | +63.4% | -51.5% | +4.3% |
| 6M | +17.1% | +72.2% | -55.1% | +8.0% |
| YTD | +5.5% | -20.0% | +25.6% | +6.3% |
| 1Y | +5.6% | -9.0% | +14.7% | +4.9% |
| 3Y | -26.5% | -30.4% | +3.9% | -26.3% |
| 5Y | +6.5% | -75.6% | +82.1% | +22.4% |
| All | +195.9% | +158.4% | +37.5% | +54.7% |
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