-55.2%
EPAM vs BAM
+84.5%
-139.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -3.0% | +23.7% | +22.1% |
| 7D | +23.0% | +7.9% | +15.1% | +17.7% |
| 30D | +51.6% | +16.0% | +35.6% | +39.8% |
| 3M | +50.8% | +0.6% | +50.2% | +49.0% |
| 6M | +51.1% | +10.5% | +40.6% | +41.6% |
| YTD | -19.1% | +3.2% | -22.3% | -21.2% |
| 1Y | +3.0% | +1.0% | +2.0% | +1.1% |
| 3Y | -31.2% | +84.2% | -115.4% | -50.7% |
| All | -55.2% | +84.5% | -139.7% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling