+61.0%
BEN vs EPAM
+165.6%
-104.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +7.2% | +18.5% | -11.4% | +2.1% |
| 30D | +14.1% | +44.0% | -29.9% | +3.6% |
| 3M | +9.9% | +63.0% | -53.1% | -3.6% |
| 6M | +17.4% | +67.3% | -49.9% | +0.9% |
| YTD | +57.3% | -20.5% | +77.8% | +61.1% |
| 1Y | +66.9% | -9.6% | +76.6% | +65.4% |
| 3Y | +85.7% | -30.8% | +116.5% | +88.7% |
| 5Y | +31.2% | -75.6% | +106.8% | +62.9% |
| 10Y | +61.0% | +159.6% | -98.5% | -7.6% |
| All | +61.0% | +165.6% | -104.6% | -7.6% |
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 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