+61.8%
BEN vs EPAM
+170.1%
-108.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.9% | +8.6% | +5.6% |
| 7D | +6.6% | +13.4% | -6.8% | +2.7% |
| 30D | +3.8% | +47.1% | -43.2% | -6.2% |
| 3M | +0.2% | +71.2% | -71.0% | -13.1% |
| 6M | +10.4% | +48.9% | -38.5% | -2.3% |
| YTD | +46.2% | -22.2% | +68.4% | +50.5% |
| 1Y | +52.3% | -5.2% | +57.4% | +48.8% |
| 3Y | +65.9% | -34.9% | +100.9% | +71.4% |
| 5Y | +20.6% | -77.4% | +98.0% | +53.1% |
| All | +61.8% | +170.1% | -108.3% | -3.8% |
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