-75.6%
EPAM vs BBAI
-79.3%
+3.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.0% | +10.6% | +0.9% |
| 7D | -1.1% | -6.8% | +5.6% | -1.0% |
| 30D | +41.8% | -13.4% | +55.2% | +42.1% |
| 3M | +63.4% | -36.5% | +99.9% | +64.9% |
| 6M | +72.2% | -50.6% | +122.8% | +74.7% |
| YTD | -20.0% | -61.7% | +41.6% | -18.5% |
| 1Y | -9.0% | -71.1% | +62.1% | -6.9% |
| 3Y | -30.4% | +32.7% | -63.1% | -32.2% |
| 5Y | -75.6% | -79.2% | +3.6% | -80.7% |
| All | -75.6% | -79.3% | +3.7% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling