+116.7%
BHP vs EPAM
-81.9%
+198.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | -0.1% |
| 7D | -2.9% | +2.0% | -4.8% | -3.1% |
| 30D | +3.4% | +6.5% | -3.2% | +2.6% |
| 3M | +4.1% | +19.9% | -15.9% | +1.9% |
| 6M | +20.6% | -16.9% | +37.5% | +22.1% |
| YTD | +56.1% | -42.9% | +98.9% | +63.5% |
| 1Y | +69.6% | -30.4% | +100.0% | +73.6% |
| 3Y | +78.8% | -54.7% | +133.5% | +87.4% |
| All | +116.7% | -81.9% | +198.6% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling