+3.1%
BAH vs EPAM
-7.6%
+10.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.8% | -0.6% |
| 7D | +0.5% | +18.8% | -18.3% | -5.5% |
| 30D | +18.2% | +44.9% | -26.7% | +3.6% |
| 3M | +13.1% | +68.6% | -55.5% | -5.9% |
| 6M | +15.2% | +65.4% | -50.2% | -5.5% |
| YTD | +6.0% | -19.9% | +25.9% | +10.8% |
| 1Y | +3.1% | -10.0% | +13.1% | +5.3% |
| All | +3.1% | -7.6% | +10.7% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling