+64.5%
EPAM vs FIVN
+103.9%
-39.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.7% | +0.7% |
| 7D | -0.9% | -8.2% | +7.3% | +2.2% |
| 30D | +18.4% | -8.1% | +26.5% | +21.5% |
| 3M | +19.2% | +34.9% | -15.7% | +5.8% |
| 6M | -21.0% | +72.6% | -93.6% | -37.7% |
| YTD | -43.7% | +55.8% | -99.5% | -54.2% |
| 1Y | -29.9% | +17.1% | -47.0% | -37.2% |
| 3Y | -56.5% | -54.3% | -2.2% | -48.6% |
| 5Y | -81.7% | -81.6% | -0.1% | -71.9% |
| 10Y | +64.5% | +109.2% | -44.7% | +15.9% |
| All | +64.5% | +103.9% | -39.3% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling