-67.7%
BBWI vs EPAM
-77.4%
+9.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -2.4% |
| 7D | -6.2% | +13.4% | -19.6% | -9.5% |
| 30D | +19.9% | +47.1% | -27.1% | +8.6% |
| 3M | +7.1% | +71.2% | -64.0% | -6.7% |
| 6M | +13.7% | +48.9% | -35.3% | +0.9% |
| YTD | +9.6% | -22.2% | +31.8% | +13.2% |
| 1Y | -1.6% | -5.2% | +3.5% | -3.4% |
| 3Y | -25.9% | -34.9% | +9.1% | -23.3% |
| All | -67.7% | -77.4% | +9.8% | -60.2% |
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