+34.7%
BWA vs EPAM
-78.1%
+112.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.0% | +5.6% |
| 7D | -0.6% | +9.1% | -9.7% | -2.0% |
| 30D | -16.1% | +38.5% | -54.6% | -19.9% |
| 3M | -24.6% | +61.0% | -85.6% | -29.6% |
| 6M | -15.7% | +58.0% | -73.7% | -21.9% |
| YTD | +15.1% | -23.5% | +38.5% | +18.5% |
| 1Y | +15.9% | -10.5% | +26.4% | +16.0% |
| 3Y | +67.1% | -33.8% | +100.9% | +71.2% |
| 5Y | +34.7% | -78.1% | +112.9% | +43.2% |
| All | +34.7% | -78.1% | +112.8% | +43.2% |
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