-62.8%
EPAM vs FGI
-70.3%
+7.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | 0.0% | +20.7% | +20.6% |
| 7D | +23.0% | -11.6% | +34.6% | +23.2% |
| 30D | +51.6% | -3.3% | +54.9% | +51.6% |
| 3M | +50.8% | +65.6% | -14.8% | +48.2% |
| 6M | +51.1% | -2.8% | +53.9% | +49.7% |
| YTD | -19.1% | +30.1% | -49.3% | -20.9% |
| 1Y | +3.0% | +50.2% | -47.2% | 0.0% |
| 3Y | -31.2% | -0.4% | -30.7% | -33.4% |
| All | -62.8% | -70.3% | +7.5% | -62.3% |
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 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