+184.5%
BAH vs EPAM
+65.3%
+119.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.1% |
| 7D | -3.2% | +2.0% | -5.2% | -3.5% |
| 30D | +2.0% | +6.5% | -4.5% | +0.9% |
| 3M | -7.6% | +19.9% | -27.6% | -10.3% |
| 6M | -5.7% | -16.9% | +11.3% | -4.3% |
| YTD | -11.7% | -42.9% | +31.1% | -6.6% |
| 1Y | -27.4% | -30.4% | +3.0% | -24.9% |
| 3Y | -32.5% | -54.7% | +22.2% | -28.3% |
| 5Y | -3.3% | -81.8% | +78.5% | +14.8% |
| All | +184.5% | +65.3% | +119.2% | +70.4% |
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