-65.9%
BBWI vs EPAM
-81.9%
+16.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.4% |
| 7D | +1.5% | +2.0% | -0.4% | +1.0% |
| 30D | -5.2% | +6.5% | -11.7% | -7.1% |
| 3M | +11.1% | +19.9% | -8.8% | +5.1% |
| 6M | -13.4% | -16.9% | +3.6% | -10.6% |
| YTD | +0.1% | -42.9% | +43.0% | +12.2% |
| 1Y | -36.1% | -30.4% | -5.8% | -32.1% |
| 3Y | -44.1% | -54.7% | +10.6% | -36.5% |
| All | -65.9% | -81.9% | +16.0% | -56.8% |
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