-30.8%
BBWI vs EPAM
-32.1%
+1.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.9% |
| 7D | +1.6% | -0.9% | +2.4% | +1.7% |
| 30D | -6.2% | +18.4% | -24.6% | -8.8% |
| 3M | +4.3% | +19.2% | -14.9% | +0.7% |
| 6M | -7.2% | -21.0% | +13.8% | -1.6% |
| YTD | -3.0% | -43.7% | +40.7% | +10.1% |
| 1Y | -30.8% | -29.9% | -0.9% | -28.7% |
| All | -30.8% | -32.1% | +1.4% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling