-55.0%
EPAM vs FGI
-4.4%
-50.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.5% | -9.9% | -2.4% |
| 7D | +2.0% | +0.5% | +1.4% | +1.9% |
| 30D | +6.5% | +65.4% | -58.9% | +5.6% |
| 3M | +19.9% | +23.5% | -3.6% | +19.1% |
| 6M | -16.9% | +60.5% | -77.5% | -18.0% |
| YTD | -42.9% | +30.0% | -72.9% | -43.4% |
| 1Y | -30.4% | +82.1% | -112.4% | -31.6% |
| All | -55.0% | -4.4% | -50.6% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling