-23.2%
BAH vs EPAM
-31.1%
+7.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +20.6% | -19.5% | -2.9% |
| 7D | +6.0% | +23.0% | -17.0% | +1.4% |
| 30D | +31.1% | +51.6% | -20.5% | +20.3% |
| 3M | +25.2% | +50.8% | -25.7% | +14.5% |
| 6M | +18.9% | +51.1% | -32.2% | +7.7% |
| YTD | +8.3% | -19.1% | +27.4% | +6.7% |
| 1Y | +6.2% | +3.0% | +3.2% | +2.3% |
| All | -23.2% | -31.1% | +7.9% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling