+167.2%
BHP vs EPAM
+1,040.5%
-873.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.0% |
| 7D | +3.5% | +9.1% | -5.6% | +1.5% |
| 30D | -4.5% | +38.5% | -43.0% | -10.3% |
| 3M | -6.4% | +61.0% | -67.3% | -14.6% |
| 6M | -0.1% | +58.0% | -58.1% | -9.5% |
| YTD | +43.0% | -23.5% | +66.5% | +46.0% |
| 1Y | +56.5% | -10.5% | +67.1% | +55.1% |
| 3Y | +62.0% | -33.8% | +95.9% | +64.4% |
| 5Y | +130.4% | -78.1% | +208.5% | +173.3% |
| 10Y | +349.1% | +157.7% | +191.3% | +189.9% |
| All | +167.2% | +1,040.5% | -873.3% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling