+42.5%
BEN vs EPAM
-81.9%
+124.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.0% |
| 7D | +0.2% | +2.0% | -1.7% | -0.2% |
| 30D | -0.5% | +6.5% | -7.1% | -2.2% |
| 3M | +9.7% | +19.9% | -10.2% | +4.7% |
| 6M | +33.9% | -16.9% | +50.8% | +37.5% |
| YTD | +49.0% | -42.9% | +91.9% | +64.6% |
| 1Y | +42.1% | -30.4% | +72.5% | +49.9% |
| 3Y | +51.9% | -54.7% | +106.6% | +69.9% |
| All | +42.5% | -81.9% | +124.4% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling