+50.9%
BWA vs EPAM
-32.1%
+83.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -2.1% |
| 7D | +4.3% | -0.9% | +5.2% | +4.2% |
| 30D | -2.9% | +18.4% | -21.3% | -0.7% |
| 3M | -12.4% | +19.2% | -31.6% | -9.2% |
| 6M | +28.6% | -21.0% | +49.5% | +30.4% |
| YTD | +48.2% | -43.7% | +91.9% | +47.9% |
| 1Y | +50.9% | -29.9% | +80.8% | +46.4% |
| All | +50.9% | -32.1% | +83.0% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling