+26.1%
BIL vs EPAM
+157.4%
-131.2%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +2.4% | -2.3% | +0.1% |
| 30D | +0.3% | +42.3% | -42.0% | +0.3% |
| 3M | +1.0% | +60.7% | -59.7% | +1.0% |
| 6M | +1.9% | +80.5% | -78.6% | +1.9% |
| YTD | +3.2% | -20.4% | +23.5% | +3.2% |
| 1Y | +3.7% | -9.6% | +13.3% | +3.7% |
| 3Y | +13.8% | -30.5% | +44.3% | +13.8% |
| 5Y | +20.3% | -75.7% | +96.0% | +20.3% |
| All | +26.1% | +157.4% | -131.2% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling