+149.3%
BWA vs EPAM
+74.2%
+75.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +0.9% |
| 7D | -1.3% | +0.7% | -2.1% | -1.5% |
| 30D | -2.9% | +17.6% | -20.5% | -6.0% |
| 3M | -10.7% | +27.1% | -37.8% | -15.8% |
| 6M | +26.5% | -17.0% | +43.4% | +29.4% |
| YTD | +49.1% | -42.4% | +91.5% | +63.1% |
| 1Y | +52.1% | -25.3% | +77.4% | +55.9% |
| 3Y | +72.6% | -55.7% | +128.3% | +92.6% |
| 5Y | +89.4% | -81.2% | +170.6% | +138.0% |
| All | +149.3% | +74.2% | +75.1% | +47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling