-13.3%
EPAM vs FIVN
+55.4%
-68.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | +0.8% | -3.4% | +4.2% | +1.7% |
| 30D | +24.9% | +5.8% | +19.2% | +22.6% |
| 3M | +22.6% | +22.0% | +0.6% | +14.6% |
| 6M | +24.2% | +55.7% | -31.5% | +8.3% |
| YTD | -33.0% | +81.3% | -114.3% | -44.1% |
| 1Y | -13.3% | +58.0% | -71.3% | -27.4% |
| All | -13.3% | +55.4% | -68.7% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 1y: compounded portfolio wealth divided by compounded FIVN 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…
1y analysis · Full analysis span regression · 6 months rolling