-64.3%
EPAM vs FGI
-70.6%
+6.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.8% |
| 7D | +13.4% | -7.0% | +20.3% | +13.5% |
| 30D | +47.1% | -4.2% | +51.3% | +47.1% |
| 3M | +71.2% | +55.6% | +15.6% | +68.4% |
| 6M | +48.9% | -3.2% | +52.1% | +47.5% |
| YTD | -22.2% | +29.1% | -51.4% | -24.0% |
| 1Y | -5.2% | +51.0% | -56.1% | -7.9% |
| 3Y | -34.9% | +1.5% | -36.5% | -37.2% |
| All | -64.3% | -70.6% | +6.3% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling