-43.3%
BBWI vs EPAM
-54.6%
+11.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.5% |
| 7D | +1.5% | +2.0% | -0.4% | +1.0% |
| 30D | -5.2% | +6.5% | -11.7% | -7.3% |
| 3M | +11.1% | +19.9% | -8.8% | +4.2% |
| 6M | -13.4% | -16.9% | +3.6% | -9.2% |
| YTD | +0.1% | -42.9% | +43.0% | +17.0% |
| 1Y | -36.1% | -30.4% | -5.8% | -30.7% |
| All | -43.3% | -54.6% | +11.3% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling