-57.6%
EPAM vs BAM
+90.5%
-148.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -2.7% |
| 7D | +9.1% | +5.3% | +3.8% | +5.8% |
| 30D | +38.5% | +18.1% | +20.4% | +26.6% |
| 3M | +61.0% | +4.2% | +56.7% | +56.5% |
| 6M | +58.0% | +11.1% | +47.0% | +47.9% |
| YTD | -23.5% | +6.6% | -30.1% | -26.6% |
| 1Y | -10.5% | +6.2% | -16.8% | -14.3% |
| 3Y | -33.8% | +95.0% | -128.9% | -53.9% |
| All | -57.6% | +90.5% | -148.1% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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