-72.0%
EPAM vs BBAI
-71.7%
-0.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.5% |
| 7D | -2.2% | -4.1% | +1.9% | -2.0% |
| 30D | +17.8% | -12.4% | +30.2% | +18.2% |
| 3M | +19.9% | -29.1% | +49.0% | +20.8% |
| 6M | -21.6% | -32.6% | +11.0% | -21.0% |
| YTD | -44.0% | -47.6% | +3.6% | -43.3% |
| 1Y | -30.5% | -41.0% | +10.5% | -30.1% |
| 3Y | -56.8% | +67.5% | -124.2% | -58.1% |
| 5Y | -81.7% | -71.3% | -10.4% | -86.7% |
| All | -72.0% | -71.7% | -0.3% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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