+208.8%
BAH vs EPAM
+163.7%
+45.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +1.8% |
| 7D | -1.5% | +9.1% | -10.6% | -2.9% |
| 30D | +17.3% | +38.5% | -21.2% | +11.8% |
| 3M | +14.9% | +61.0% | -46.1% | +7.4% |
| 6M | +14.2% | +58.0% | -43.8% | +6.6% |
| YTD | +5.1% | -23.5% | +28.6% | +6.5% |
| 1Y | +2.1% | -10.5% | +12.6% | +1.7% |
| 3Y | -26.0% | -33.8% | +7.8% | -25.3% |
| 5Y | +9.0% | -78.1% | +87.1% | +28.4% |
| 10Y | +208.8% | +157.7% | +51.1% | +61.9% |
| All | +208.8% | +163.7% | +45.1% | +61.9% |
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