+28.1%
BEN vs EPAM
-75.8%
+103.8%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +11.3% | -1.1% | +12.5% | +11.5% |
| 30D | +15.0% | +41.8% | -26.8% | +6.5% |
| 3M | +7.8% | +63.4% | -55.5% | -3.3% |
| 6M | +15.5% | +72.2% | -56.7% | +1.2% |
| YTD | +55.4% | -20.0% | +75.4% | +59.1% |
| 1Y | +63.3% | -9.0% | +72.3% | +62.5% |
| 3Y | +83.4% | -30.4% | +113.8% | +86.5% |
| 5Y | +28.1% | -75.6% | +103.7% | +46.8% |
| All | +28.1% | -75.8% | +103.8% | +46.8% |
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 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