+7.2%
BAH vs EPAM
-75.7%
+82.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +1.7% | +2.4% | -0.7% | +1.5% |
| 30D | +20.8% | +42.3% | -21.5% | +17.4% |
| 3M | +11.6% | +60.7% | -49.1% | +7.5% |
| 6M | +23.1% | +80.5% | -57.4% | +17.5% |
| YTD | +5.3% | -20.4% | +25.6% | +4.0% |
| 1Y | +6.1% | -9.6% | +15.7% | +4.6% |
| 3Y | -27.5% | -30.5% | +3.0% | -28.5% |
| All | +7.2% | -75.7% | +82.9% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling