-34.9%
EPAM vs BAM
+85.9%
-120.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -4.3% |
| 7D | +13.4% | +9.7% | +3.7% | +7.5% |
| 30D | +47.1% | +19.0% | +28.1% | +33.9% |
| 3M | +71.2% | +0.6% | +70.6% | +69.3% |
| 6M | +48.9% | +11.1% | +37.8% | +39.1% |
| YTD | -22.2% | +4.2% | -26.4% | -24.6% |
| 1Y | -5.2% | +3.3% | -8.5% | -7.9% |
| 3Y | -34.9% | +88.8% | -123.7% | -53.2% |
| All | -34.9% | +85.9% | -120.8% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling