-55.9%
EPAM vs BAM
+81.2%
-137.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.4% | -2.7% | +5.1% | +3.6% |
| 30D | +42.3% | +15.5% | +26.8% | +31.3% |
| 3M | +60.7% | -6.9% | +67.5% | +65.1% |
| 6M | +80.5% | +9.9% | +70.6% | +69.3% |
| YTD | -20.4% | +1.4% | -21.8% | -21.9% |
| 1Y | -9.6% | +3.3% | -12.9% | -12.1% |
| 3Y | -30.5% | +83.6% | -114.1% | -50.2% |
| All | -55.9% | +81.2% | -137.1% | -68.4% |
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