+53.6%
BEN vs EPAM
+157.4%
-103.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | +6.8% | +2.4% | +4.4% | +6.2% |
| 30D | +18.0% | +42.3% | -24.3% | +7.4% |
| 3M | +7.5% | +60.7% | -53.2% | -5.4% |
| 6M | +14.7% | +80.5% | -65.8% | -3.3% |
| YTD | +56.1% | -20.4% | +76.5% | +59.8% |
| 1Y | +69.6% | -9.6% | +79.2% | +68.0% |
| 3Y | +87.7% | -30.5% | +118.2% | +90.5% |
| 5Y | +28.6% | -75.7% | +104.3% | +60.0% |
| All | +53.6% | +157.4% | -103.8% | -14.1% |
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 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