+164.6%
BHP vs EPAM
+1,084.1%
-919.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +2.4% | +18.5% | -16.1% | -1.0% |
| 30D | -5.4% | +44.0% | -49.4% | -11.8% |
| 3M | -6.9% | +63.0% | -69.8% | -15.2% |
| 6M | -4.3% | +67.3% | -71.6% | -14.2% |
| YTD | +41.6% | -20.5% | +62.2% | +43.6% |
| 1Y | +53.3% | -9.6% | +62.9% | +51.7% |
| 3Y | +58.4% | -30.8% | +89.2% | +59.4% |
| 5Y | +121.3% | -75.6% | +196.9% | +155.9% |
| 10Y | +349.0% | +159.6% | +189.4% | +189.4% |
| All | +164.6% | +1,084.1% | -919.5% | +35.9% |
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 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