+42.1%
BEN vs EPAM
-32.1%
+74.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.8% |
| 7D | +0.2% | +2.0% | -1.7% | 0.0% |
| 30D | -0.5% | +6.5% | -7.1% | -1.5% |
| 3M | +9.7% | +19.9% | -10.2% | +6.7% |
| 6M | +33.9% | -16.9% | +50.8% | +39.4% |
| YTD | +49.0% | -42.9% | +91.9% | +65.7% |
| 1Y | +42.1% | -30.4% | +72.5% | +49.6% |
| All | +42.1% | -32.1% | +74.2% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling