-26.6%
BAH vs EPAM
-33.7%
+7.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.6% | -3.7% |
| 7D | -3.5% | +13.4% | -16.9% | -6.2% |
| 30D | +24.3% | +47.1% | -22.8% | +14.7% |
| 3M | +16.3% | +71.2% | -54.8% | +4.5% |
| 6M | +13.6% | +48.9% | -35.3% | +3.3% |
| YTD | +3.5% | -22.2% | +25.7% | +2.8% |
| 1Y | +2.7% | -5.2% | +7.9% | +0.2% |
| 3Y | -26.6% | -34.9% | +8.4% | -27.0% |
| All | -26.6% | -33.7% | +7.1% | -27.0% |
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