+73.4%
BWA vs EPAM
+1,058.6%
-985.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.5% | +3.4% |
| 7D | -5.5% | +13.4% | -18.8% | -8.4% |
| 30D | -21.7% | +47.1% | -68.8% | -28.2% |
| 3M | -25.6% | +71.2% | -96.8% | -34.1% |
| 6M | -17.4% | +48.9% | -66.4% | -26.0% |
| YTD | +9.2% | -22.2% | +31.4% | +11.2% |
| 1Y | +9.7% | -5.2% | +14.9% | +6.6% |
| 3Y | +54.6% | -34.9% | +89.6% | +58.2% |
| 5Y | +26.8% | -77.4% | +104.2% | +52.2% |
| 10Y | +89.0% | +158.1% | -69.1% | +10.4% |
| All | +73.4% | +1,058.6% | -985.2% | -25.3% |
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 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