+116.8%
BHP vs EPAM
-77.4%
+194.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.5% | +2.0% |
| 7D | +0.9% | +13.4% | -12.5% | -0.3% |
| 30D | -6.3% | +47.1% | -53.3% | -9.7% |
| 3M | -7.1% | +71.2% | -78.3% | -11.9% |
| 6M | -3.2% | +48.9% | -52.1% | -7.4% |
| YTD | +37.9% | -22.2% | +60.1% | +40.1% |
| 1Y | +49.7% | -5.2% | +54.9% | +48.7% |
| 3Y | +51.7% | -34.9% | +86.6% | +53.5% |
| All | +116.8% | -77.4% | +194.2% | +138.2% |
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 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