+59.5%
BEN vs EPAM
+751.2%
-691.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.1% |
| 7D | +0.2% | +2.0% | -1.7% | -0.3% |
| 30D | -0.5% | +6.5% | -7.1% | -2.5% |
| 3M | +9.7% | +19.9% | -10.2% | +3.9% |
| 6M | +33.9% | -16.9% | +50.8% | +37.7% |
| YTD | +49.0% | -42.9% | +91.9% | +66.1% |
| 1Y | +42.1% | -30.4% | +72.5% | +50.5% |
| 3Y | +51.9% | -54.7% | +106.6% | +72.1% |
| 5Y | +39.0% | -81.8% | +120.9% | +79.9% |
| 10Y | +57.9% | +65.5% | -7.6% | +12.6% |
| All | +59.5% | +751.2% | -691.7% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling