+0.9%
EPAM vs FIGR
-36.9%
+37.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +8.7% | -12.6% | -4.0% |
| 7D | +13.4% | +5.3% | +8.1% | +13.1% |
| 30D | +47.1% | -17.9% | +65.0% | +48.0% |
| 3M | +71.2% | -20.5% | +91.7% | +72.5% |
| 6M | +48.9% | -40.2% | +89.1% | +51.4% |
| YTD | -22.2% | -44.4% | +22.1% | -20.0% |
| 1Y | -5.2% | -36.3% | +31.2% | -2.9% |
| All | +0.9% | -36.9% | +37.8% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling