+504.4%
BHP vs EPAM
+65.2%
+439.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.0% |
| 7D | +1.3% | -0.9% | +2.2% | +1.4% |
| 30D | +4.0% | +18.4% | -14.4% | +0.8% |
| 3M | +12.3% | +19.2% | -6.9% | +7.9% |
| 6M | +30.8% | -21.0% | +51.8% | +35.0% |
| YTD | +58.8% | -43.7% | +102.5% | +73.0% |
| 1Y | +76.8% | -29.9% | +106.7% | +83.9% |
| 3Y | +87.5% | -56.5% | +144.0% | +107.3% |
| 5Y | +123.9% | -81.7% | +205.6% | +183.4% |
| 10Y | +504.4% | +64.5% | +439.8% | +265.2% |
| All | +504.4% | +65.2% | +439.1% | +265.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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