-54.6%
BBWI vs EPAM
+66.7%
-121.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.5% |
| 7D | +1.5% | +2.0% | -0.4% | +0.9% |
| 30D | -5.2% | +6.5% | -11.7% | -7.5% |
| 3M | +11.1% | +19.9% | -8.8% | +3.9% |
| 6M | -13.4% | -16.9% | +3.6% | -10.3% |
| YTD | +0.1% | -42.9% | +43.0% | +14.4% |
| 1Y | -36.1% | -30.4% | -5.8% | -31.5% |
| 3Y | -44.1% | -54.7% | +10.6% | -34.6% |
| 5Y | -66.2% | -81.8% | +15.6% | -52.4% |
| All | -54.6% | +66.7% | -121.2% | -70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling