+53.3%
BHP vs EPAM
-10.0%
+63.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.1% |
| 7D | +2.4% | +18.5% | -16.1% | +3.1% |
| 30D | -5.4% | +44.0% | -49.4% | -4.5% |
| 3M | -6.9% | +63.0% | -69.8% | -6.1% |
| 6M | -4.3% | +67.3% | -71.6% | -2.8% |
| YTD | +41.6% | -20.5% | +62.2% | +41.4% |
| 1Y | +53.3% | -9.6% | +62.9% | +37.5% |
| All | +53.3% | -10.0% | +63.4% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling