-44.1%
BBWI vs EPAM
+170.1%
-214.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -2.2% |
| 7D | -6.2% | +13.4% | -19.6% | -10.3% |
| 30D | +19.9% | +47.1% | -27.1% | +6.3% |
| 3M | +7.1% | +71.2% | -64.0% | -9.5% |
| 6M | +13.7% | +48.9% | -35.3% | -1.8% |
| YTD | +9.6% | -22.2% | +31.8% | +13.4% |
| 1Y | -1.6% | -5.2% | +3.5% | -4.2% |
| 3Y | -25.9% | -34.9% | +9.1% | -22.6% |
| 5Y | -67.8% | -77.4% | +9.6% | -57.2% |
| All | -44.1% | +170.1% | -214.2% | -67.4% |
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