+24.9%
BIL vs EPAM
+751.2%
-726.3%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | +0.1% | +2.0% | -1.9% | +0.1% |
| 30D | +0.3% | +6.5% | -6.2% | +0.3% |
| 3M | +0.9% | +19.9% | -19.0% | +0.9% |
| 6M | +1.8% | -16.9% | +18.8% | +1.8% |
| YTD | +2.4% | -42.9% | +45.3% | +2.4% |
| 1Y | +3.7% | -30.4% | +34.1% | +3.7% |
| 3Y | +14.2% | -54.7% | +68.9% | +14.2% |
| 5Y | +19.4% | -81.8% | +101.2% | +19.4% |
| 10Y | +25.2% | +65.5% | -40.2% | +25.3% |
| All | +24.9% | +751.2% | -726.3% | +25.1% |
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