+7.5%
BBWI vs EPAM
+1,093.7%
-1,086.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.6% |
| 7D | -4.2% | +18.8% | -23.0% | -9.1% |
| 30D | +24.9% | +44.9% | -20.1% | +12.7% |
| 3M | +13.2% | +68.6% | -55.4% | -2.0% |
| 6M | +12.1% | +65.4% | -53.3% | -4.0% |
| YTD | +11.1% | -19.9% | +31.0% | +13.4% |
| 1Y | +0.7% | -10.0% | +10.7% | -0.2% |
| 3Y | -23.8% | -30.3% | +6.5% | -22.1% |
| 5Y | -66.9% | -75.7% | +8.7% | -60.0% |
| 10Y | -45.3% | +167.2% | -212.5% | -61.2% |
| All | +7.5% | +1,093.7% | -1,086.3% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling