-68.0%
BBWI vs EPAM
-75.8%
+7.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.6% | -3.1% |
| 7D | -4.5% | -1.1% | -3.4% | -4.3% |
| 30D | +17.1% | +41.8% | -24.7% | +7.0% |
| 3M | +17.5% | +63.4% | -45.9% | +3.4% |
| 6M | +12.8% | +72.2% | -59.4% | -3.4% |
| YTD | +8.2% | -20.0% | +28.2% | +11.0% |
| 1Y | -1.8% | -9.0% | +7.2% | -2.5% |
| 3Y | -25.8% | -30.4% | +4.6% | -24.3% |
| 5Y | -68.0% | -75.6% | +7.6% | -62.5% |
| All | -68.0% | -75.8% | +7.7% | -62.5% |
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