+7.4%
BAH vs EPAM
-77.4%
+84.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.6% | -4.1% |
| 7D | -3.5% | +13.4% | -16.9% | -4.6% |
| 30D | +24.3% | +47.1% | -22.8% | +20.5% |
| 3M | +16.3% | +71.2% | -54.8% | +11.7% |
| 6M | +13.6% | +48.9% | -35.3% | +9.5% |
| YTD | +3.5% | -22.2% | +25.7% | +2.4% |
| 1Y | +2.7% | -5.2% | +7.9% | +1.2% |
| 3Y | -26.6% | -34.9% | +8.4% | -27.5% |
| All | +7.4% | -77.4% | +84.8% | +8.3% |
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 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