+3.8%
EPAM vs FIGR
-28.7%
+32.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.5% | +0.5% |
| 7D | -1.1% | +22.8% | -24.0% | -1.4% |
| 30D | +41.8% | -5.8% | +47.6% | +42.4% |
| 3M | +63.4% | -16.3% | +79.7% | +64.8% |
| 6M | +72.2% | -35.0% | +107.2% | +75.3% |
| YTD | -20.0% | -37.1% | +17.1% | -17.9% |
| 1Y | -9.0% | -31.2% | +22.2% | -6.8% |
| All | +3.8% | -28.7% | +32.5% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling