+25.0%
BIL vs EPAM
+1,058.6%
-1,033.7%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | 0.0% |
| 7D | -0.3% | +13.4% | -13.6% | -0.3% |
| 30D | 0.0% | +47.1% | -47.1% | 0.0% |
| 3M | +0.3% | +71.2% | -70.9% | +0.3% |
| 6M | +1.2% | +48.9% | -47.7% | +1.3% |
| YTD | +2.5% | -22.2% | +24.7% | +2.5% |
| 1Y | +3.0% | -5.2% | +8.2% | +3.1% |
| 3Y | +13.2% | -34.9% | +48.1% | +13.2% |
| 5Y | +19.4% | -77.4% | +96.8% | +19.4% |
| 10Y | +25.2% | +158.1% | -132.9% | +25.3% |
| All | +25.0% | +1,058.6% | -1,033.7% | +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