+91.1%
BWA vs EPAM
-81.7%
+172.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | +4.3% | -0.9% | +5.2% | +4.4% |
| 30D | -2.9% | +18.4% | -21.3% | -5.1% |
| 3M | -12.4% | +19.2% | -31.6% | -15.0% |
| 6M | +28.6% | -21.0% | +49.5% | +32.2% |
| YTD | +48.2% | -43.7% | +91.9% | +59.5% |
| 1Y | +50.9% | -29.9% | +80.8% | +55.7% |
| 3Y | +72.2% | -56.5% | +128.7% | +87.6% |
| 5Y | +91.1% | -81.7% | +172.7% | +105.3% |
| All | +91.1% | -81.7% | +172.8% | +105.3% |
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